+56.7%
TOST vs EMB
+30.3%
+26.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -2.4% | -0.3% | -2.1% | -1.8% |
| 3M | +34.6% | -0.4% | +35.0% | +36.1% |
| 6M | +15.2% | +0.1% | +15.1% | +15.2% |
| YTD | -4.4% | +1.6% | -6.0% | -7.6% |
| 1Y | -17.4% | +5.6% | -23.0% | -26.9% |
| All | +56.7% | +30.3% | +26.4% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling