-31.0%
TOST vs EIX
+18.4%
-49.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +3.0% | +1.0% | +2.0% | +2.6% |
| 30D | +10.3% | +8.9% | +1.4% | +7.1% |
| 3M | -3.3% | -9.8% | +6.5% | -1.5% |
| 6M | +37.8% | -10.2% | +48.0% | +39.4% |
| YTD | -2.8% | +5.9% | -8.7% | -10.9% |
| 1Y | -9.6% | +10.9% | -20.5% | -19.1% |
| 3Y | +144.6% | +10.2% | +134.4% | +111.8% |
| 5Y | -31.0% | +17.0% | -48.0% | -45.5% |
| All | -31.0% | +18.4% | -49.4% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling