-48.1%
TOST vs EOSE
-68.1%
+20.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.5% | +1.0% | -2.1% |
| 7D | -4.7% | +15.0% | -19.6% | -6.2% |
| 30D | -9.1% | +2.5% | -11.5% | -9.8% |
| 3M | +29.8% | -33.7% | +63.5% | +33.5% |
| 6M | +10.0% | -32.7% | +42.8% | +10.2% |
| YTD | -8.6% | -63.8% | +55.2% | -3.9% |
| 1Y | -20.7% | -40.5% | +19.8% | -23.7% |
| 3Y | +55.7% | +50.4% | +5.3% | +15.7% |
| All | -48.1% | -68.1% | +20.0% | -39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling