-40.6%
TOST vs ED
+80.7%
-121.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +1.0% | -1.2% |
| 7D | +9.4% | +1.6% | +7.8% | +9.3% |
| 30D | +13.5% | +13.3% | +0.2% | +12.3% |
| 3M | -0.1% | +9.7% | -9.9% | -1.0% |
| 6M | +22.5% | +12.8% | +9.7% | +21.1% |
| YTD | -2.4% | +22.3% | -24.7% | -5.0% |
| 1Y | -4.7% | +26.3% | -31.0% | -7.8% |
| 3Y | +103.2% | +45.0% | +58.2% | +83.8% |
| All | -40.6% | +80.7% | -121.2% | -54.0% |
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