+55.6%
TOST vs EOSE
+40.6%
+15.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.9% | -10.8% | -0.8% |
| 7D | -3.4% | +19.0% | -22.4% | -4.8% |
| 30D | -2.4% | +1.6% | -4.0% | -2.9% |
| 3M | +34.6% | -52.0% | +86.6% | +41.0% |
| 6M | +15.2% | -42.5% | +57.7% | +17.0% |
| YTD | -4.4% | -66.1% | +61.7% | 0.0% |
| 1Y | -17.4% | -47.1% | +29.7% | -19.2% |
| All | +55.6% | +40.6% | +15.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling