-31.0%
TOST vs EMB
+6.8%
-37.8%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.6% |
| 7D | +3.0% | +0.5% | +2.4% | +1.9% |
| 30D | +10.3% | +0.9% | +9.4% | +8.2% |
| 3M | -3.3% | -2.1% | -1.2% | +1.6% |
| 6M | +37.8% | -2.2% | +40.0% | +45.4% |
| YTD | -2.8% | -0.6% | -2.2% | -1.5% |
| 1Y | -9.6% | +0.2% | -9.8% | -10.1% |
| 3Y | +144.6% | +29.5% | +115.1% | +35.8% |
| 5Y | -31.0% | +8.0% | -39.0% | -34.2% |
| All | -31.0% | +6.8% | -37.8% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling