+103.2%
TOST vs EAT
+486.0%
-382.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.5% |
| 7D | +9.4% | -2.6% | +12.1% | +10.3% |
| 30D | +13.5% | +11.5% | +2.0% | +9.1% |
| 3M | -0.1% | -9.1% | +9.0% | +1.8% |
| 6M | +22.5% | +40.4% | -18.0% | +7.8% |
| YTD | -2.4% | +43.9% | -46.3% | -16.3% |
| 1Y | -4.7% | +101.9% | -106.6% | -29.1% |
| 3Y | +103.2% | +489.9% | -386.6% | -24.0% |
| All | +103.2% | +486.0% | -382.8% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded EAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling