+144.6%
TOST vs EOSE
+29.9%
+114.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -7.4% | +6.7% | -0.2% |
| 7D | +3.0% | -8.4% | +11.4% | +3.5% |
| 30D | +10.3% | -31.0% | +41.2% | +12.7% |
| 3M | -3.3% | -57.0% | +53.8% | +1.5% |
| 6M | +37.8% | -78.3% | +116.1% | +50.6% |
| YTD | -2.8% | -84.8% | +82.0% | +6.6% |
| 1Y | -9.6% | -90.9% | +81.3% | +3.8% |
| 3Y | +144.6% | +35.9% | +108.7% | +96.8% |
| All | +144.6% | +29.9% | +114.8% | +96.8% |
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