-44.5%
TOST vs EAT
+321.5%
-366.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.1% |
| 3M | -0.1% | -9.1% | +9.0% | +2.4% |
| 6M | +22.5% | +40.4% | -18.0% | +1.7% |
| YTD | -2.4% | +43.9% | -46.3% | -22.2% |
| 1Y | -4.7% | +101.9% | -106.6% | -37.2% |
| 3Y | +103.2% | +489.9% | -386.6% | -36.4% |
| 5Y | -41.2% | +362.6% | -403.9% | -82.3% |
| All | -44.5% | +321.5% | -366.0% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling