-18.3%
TOST vs EME
+22.9%
-41.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.5% | -2.0% |
| 7D | -0.9% | +5.2% | -6.0% | -0.9% |
| 30D | -3.5% | -5.4% | +1.9% | -3.4% |
| 3M | +38.1% | -6.1% | +44.2% | +38.0% |
| 6M | +9.9% | +9.7% | +0.2% | +7.5% |
| YTD | -6.3% | +26.6% | -32.8% | -11.6% |
| 1Y | -18.3% | +24.6% | -42.9% | -20.1% |
| All | -18.3% | +22.9% | -41.2% | -20.1% |
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