-40.6%
TOST vs EAT
+361.6%
-402.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.1% |
| 7D | +9.4% | -2.6% | +12.1% | +10.7% |
| 30D | +13.5% | +11.5% | +2.0% | +7.0% |
| 3M | -0.1% | -9.1% | +9.0% | +2.4% |
| 6M | +22.5% | +40.4% | -18.0% | +1.2% |
| YTD | -2.4% | +43.9% | -46.3% | -22.7% |
| 1Y | -4.7% | +101.9% | -106.6% | -37.9% |
| 3Y | +103.2% | +489.9% | -386.6% | -39.5% |
| All | -40.6% | +361.6% | -402.2% | -81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling