-45.7%
TOST vs EME
+580.9%
-626.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -0.7% |
| 7D | -3.4% | +1.9% | -5.3% | -4.2% |
| 30D | -2.4% | -8.3% | +5.8% | +0.7% |
| 3M | +34.6% | -10.7% | +45.4% | +38.5% |
| 6M | +15.2% | +1.9% | +13.3% | +9.1% |
| YTD | -4.4% | +23.5% | -27.9% | -20.0% |
| 1Y | -17.4% | +18.0% | -35.4% | -30.9% |
| 3Y | +54.5% | +236.1% | -181.7% | -40.8% |
| All | -45.7% | +580.9% | -626.6% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling