-9.6%
TOST vs ED
+24.8%
-34.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -3.6% | -0.9% | -2.7% | -3.8% |
| 30D | +8.9% | +11.2% | -2.3% | +13.0% |
| 3M | -2.2% | +11.8% | -14.0% | +1.6% |
| 6M | +41.0% | +14.1% | +26.9% | +49.2% |
| YTD | -4.0% | +23.0% | -26.9% | +5.3% |
| 1Y | -9.6% | +23.7% | -33.2% | -0.4% |
| All | -9.6% | +24.8% | -34.4% | -0.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling