-45.4%
TOST vs EOSE
-84.7%
+39.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +14.4% | -15.6% | -2.7% |
| 7D | -3.6% | -7.0% | +3.4% | -3.1% |
| 30D | +8.9% | -16.7% | +25.6% | +10.1% |
| 3M | -2.2% | -53.1% | +50.8% | +4.1% |
| 6M | +41.0% | -76.8% | +117.7% | +59.6% |
| YTD | -4.0% | -82.6% | +78.7% | +7.8% |
| 1Y | -9.6% | -89.3% | +79.7% | +6.9% |
| 3Y | +141.7% | +55.5% | +86.2% | +73.8% |
| 5Y | -29.5% | -81.9% | +52.4% | -16.5% |
| All | -45.4% | -84.7% | +39.3% | -31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling