-17.4%
TOST vs EME
+19.7%
-37.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | 0.0% |
| 7D | -3.4% | +1.9% | -5.3% | -3.4% |
| 30D | -2.4% | -8.3% | +5.8% | -2.4% |
| 3M | +34.6% | -10.7% | +45.4% | +34.8% |
| 6M | +15.2% | +1.9% | +13.3% | +13.4% |
| YTD | -4.4% | +23.5% | -27.9% | -9.8% |
| 1Y | -17.4% | +18.0% | -35.4% | -19.3% |
| All | -17.4% | +19.7% | -37.1% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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