-48.1%
TOST vs EME
+581.0%
-629.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.5% |
| 7D | -4.7% | +2.7% | -7.4% | -5.8% |
| 30D | -9.1% | -6.8% | -2.3% | -6.8% |
| 3M | +29.8% | -8.8% | +38.6% | +32.1% |
| 6M | +10.0% | +5.0% | +5.0% | +2.7% |
| YTD | -8.6% | +23.5% | -32.1% | -23.5% |
| 1Y | -20.7% | +21.3% | -42.0% | -34.8% |
| 3Y | +55.7% | +241.1% | -185.3% | -41.0% |
| All | -48.1% | +581.0% | -629.1% | -89.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling