-45.7%
TOST vs EMR
+78.4%
-124.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.7% | -1.2% |
| 7D | -3.4% | -1.5% | -1.9% | -2.3% |
| 30D | -2.4% | -5.6% | +3.2% | +1.5% |
| 3M | +34.6% | +7.9% | +26.7% | +25.1% |
| 6M | +15.2% | +6.0% | +9.2% | +6.4% |
| YTD | -4.4% | +16.4% | -20.8% | -19.7% |
| 1Y | -17.4% | +16.6% | -34.0% | -31.4% |
| 3Y | +54.5% | +62.9% | -8.4% | -8.7% |
| All | -45.7% | +78.4% | -124.1% | -70.7% |
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