-40.4%
TOST vs ED
+86.8%
-127.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +11.6% | +5.2% | +6.5% | +11.1% |
| 30D | +16.2% | +15.5% | +0.7% | +14.7% |
| 3M | +1.0% | +13.0% | -12.0% | -0.1% |
| 6M | +23.2% | +13.1% | +10.1% | +21.7% |
| YTD | -1.0% | +25.3% | -26.3% | -3.9% |
| 1Y | -9.9% | +30.5% | -40.4% | -13.2% |
| 3Y | +101.0% | +49.3% | +51.7% | +80.9% |
| 5Y | -40.4% | +84.6% | -125.0% | -52.4% |
| All | -40.4% | +86.8% | -127.2% | -52.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling