-44.5%
TOST vs EIX
+31.4%
-75.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -0.5% |
| 7D | +9.4% | +1.0% | +8.5% | +9.1% |
| 30D | +13.5% | +9.1% | +4.4% | +10.2% |
| 3M | -0.1% | -10.2% | +10.1% | +1.8% |
| 6M | +22.5% | -11.2% | +33.7% | +24.3% |
| YTD | -2.4% | +4.5% | -6.8% | -10.0% |
| 1Y | -4.7% | +10.9% | -15.6% | -14.8% |
| 3Y | +103.2% | +8.4% | +94.8% | +77.7% |
| 5Y | -41.2% | +18.0% | -59.2% | -53.0% |
| All | -44.5% | +31.4% | -75.9% | -58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling