-44.5%
TOST vs EQT
+203.6%
-248.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.2% |
| 7D | 0.0% | +6.9% | -6.9% | -1.7% |
| 30D | +16.2% | +0.4% | +15.8% | +15.8% |
| 3M | -1.5% | -2.0% | +0.5% | -1.3% |
| 6M | +55.3% | -5.0% | +60.3% | +56.3% |
| YTD | -2.3% | -0.3% | -2.0% | -3.7% |
| 1Y | -5.5% | -11.3% | +5.8% | -3.8% |
| 3Y | +151.1% | +38.3% | +112.8% | +122.8% |
| 5Y | -27.9% | +166.4% | -194.3% | -51.5% |
| All | -44.5% | +203.6% | -248.1% | -62.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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