-44.4%
TOST vs ED
+92.1%
-136.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +4.0% | -0.1% | +4.1% | +4.0% |
| 30D | +11.1% | +11.6% | -0.5% | +10.0% |
| 3M | +0.8% | +10.5% | -9.7% | -0.1% |
| 6M | +38.8% | +13.2% | +25.6% | +37.2% |
| YTD | -2.1% | +22.1% | -24.2% | -4.7% |
| 1Y | -6.0% | +24.2% | -30.2% | -8.8% |
| 3Y | +149.8% | +46.9% | +102.9% | +125.1% |
| 5Y | -42.8% | +80.8% | -123.6% | -51.0% |
| All | -44.4% | +92.1% | -136.5% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 10y: compounded portfolio wealth divided by compounded ED 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…
10y analysis · Full analysis span regression · 6 months rolling