-9.6%
TOST vs ED
+25.7%
-35.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.5% |
| 7D | +3.0% | +2.1% | +0.8% | +3.5% |
| 30D | +10.3% | +12.4% | -2.2% | +15.0% |
| 3M | -3.3% | +13.1% | -16.4% | +1.2% |
| 6M | +37.8% | +14.1% | +23.7% | +45.8% |
| YTD | -2.8% | +23.1% | -25.8% | +6.8% |
| 1Y | -9.6% | +25.4% | -35.0% | +0.1% |
| All | -9.6% | +25.7% | -35.3% | +0.1% |
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