-45.7%
TOST vs EAT
+369.7%
-415.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | -3.4% | 0.0% | -3.4% | -3.5% |
| 30D | -2.4% | +1.9% | -4.3% | -4.0% |
| 3M | +34.6% | +68.7% | -34.0% | +3.9% |
| 6M | +15.2% | +66.9% | -51.7% | -12.6% |
| YTD | -4.4% | +60.4% | -64.8% | -26.7% |
| 1Y | -17.4% | +44.0% | -61.4% | -34.2% |
| 3Y | +54.5% | +604.7% | -550.2% | -55.7% |
| All | -45.7% | +369.7% | -415.4% | -83.9% |
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