+56.7%
TOST vs EIX
-3.3%
+60.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -3.4% | -19.1% | +15.7% | +1.4% |
| 30D | -2.4% | -16.9% | +14.5% | +1.3% |
| 3M | +34.6% | -20.0% | +54.6% | +41.0% |
| 6M | +15.2% | -21.3% | +36.5% | +20.7% |
| YTD | -4.4% | -1.7% | -2.7% | -10.1% |
| 1Y | -17.4% | +9.6% | -27.0% | -26.4% |
| All | +56.7% | -3.3% | +60.0% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 3y: compounded portfolio wealth divided by compounded EIX 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…
3y analysis · Full analysis span regression · 6 months rolling