-44.5%
TOST vs EMR
+89.5%
-134.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +9.4% | -1.6% | +11.0% | +10.7% |
| 30D | +13.5% | +2.0% | +11.5% | +11.5% |
| 3M | -0.1% | +3.8% | -4.0% | -3.6% |
| 6M | +22.5% | +10.5% | +11.9% | +11.0% |
| YTD | -2.4% | +23.7% | -26.1% | -21.9% |
| 1Y | -4.7% | +25.4% | -30.1% | -24.9% |
| 3Y | +103.2% | +86.6% | +16.7% | +5.4% |
| 5Y | -41.2% | +83.0% | -124.3% | -69.3% |
| All | -44.5% | +89.5% | -134.1% | -71.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling