+22.5%
TOST vs EAT
+39.5%
-17.0%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.7% |
| 7D | +9.4% | -2.6% | +12.1% | +10.1% |
| 30D | +13.5% | +11.5% | +2.0% | +9.8% |
| 3M | -0.1% | -9.1% | +9.0% | +2.3% |
| 6M | +22.5% | +40.4% | -18.0% | +3.5% |
| All | +22.5% | +39.5% | -17.0% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling