-46.7%
TOST vs EOSE
-66.9%
+20.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.8% | -12.8% | -3.1% |
| 7D | -0.9% | +41.4% | -42.3% | -4.8% |
| 30D | -3.5% | +3.6% | -7.1% | -4.4% |
| 3M | +38.1% | -35.7% | +73.9% | +42.5% |
| 6M | +9.9% | -29.9% | +39.8% | +9.6% |
| YTD | -6.3% | -62.5% | +56.2% | -1.8% |
| 1Y | -18.3% | -37.4% | +19.1% | -21.9% |
| 3Y | +59.7% | +55.8% | +3.9% | +18.3% |
| All | -46.7% | -66.9% | +20.2% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling