+149.8%
TOST vs EME
+214.6%
-64.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.3% | -7.0% | -1.6% |
| 7D | +4.0% | -4.4% | +8.4% | +4.7% |
| 30D | +11.1% | -17.3% | +28.3% | +16.4% |
| 3M | +0.8% | -20.0% | +20.9% | +6.2% |
| 6M | +38.8% | -29.1% | +67.9% | +51.5% |
| YTD | -2.1% | +6.9% | -9.0% | -12.4% |
| 1Y | -6.0% | +0.8% | -6.8% | -13.6% |
| 3Y | +149.8% | +214.4% | -64.6% | +12.5% |
| All | +149.8% | +214.6% | -64.8% | +12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling