-48.9%
TOST vs EQT
+215.0%
-263.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -5.9% | -1.2% | -4.7% | -5.6% |
| 30D | -8.4% | +1.1% | -9.5% | -8.7% |
| 3M | +31.4% | +4.8% | +26.6% | +29.3% |
| 6M | +10.5% | -10.6% | +21.1% | +13.1% |
| YTD | -10.1% | +3.4% | -13.5% | -11.9% |
| 1Y | -19.9% | +8.7% | -28.6% | -22.9% |
| 3Y | +53.3% | +35.0% | +18.3% | +37.3% |
| All | -48.9% | +215.0% | -263.9% | -65.6% |
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