-5.5%
TOST vs EMB
-0.6%
-4.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.8% |
| 7D | 0.0% | -0.9% | +0.9% | +1.6% |
| 30D | +16.2% | +0.4% | +15.8% | +15.7% |
| 3M | -1.5% | -3.1% | +1.6% | +3.3% |
| 6M | +55.3% | -2.1% | +57.4% | +61.2% |
| YTD | -2.3% | -1.1% | -1.2% | -2.9% |
| 1Y | -5.5% | -0.1% | -5.5% | -9.1% |
| All | -5.5% | -0.6% | -4.9% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling