-8.5%
TOST vs EMR
+30.7%
-39.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.4% | -0.5% |
| 7D | +3.0% | +0.7% | +2.3% | +2.8% |
| 30D | +10.3% | +3.5% | +6.7% | +9.3% |
| 3M | -3.3% | +5.9% | -9.2% | -4.7% |
| 6M | +37.8% | +19.4% | +18.4% | +31.7% |
| YTD | -2.8% | +27.7% | -30.5% | -10.7% |
| All | -8.5% | +30.7% | -39.2% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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