+106.1%
TOST vs EMB
+28.2%
+77.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.5% |
| 7D | +11.6% | -0.3% | +11.9% | +12.4% |
| 30D | +16.2% | +1.1% | +15.1% | +13.8% |
| 3M | +1.0% | -2.9% | +4.0% | +7.4% |
| 6M | +23.2% | -2.1% | +25.3% | +28.8% |
| YTD | -1.0% | -1.1% | +0.1% | +1.3% |
| 1Y | -9.9% | +0.3% | -10.2% | -10.6% |
| All | +106.1% | +28.2% | +77.9% | +14.3% |
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