-19.9%
TOST vs EQT
+10.3%
-30.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | -5.9% | -1.2% | -4.7% | -5.8% |
| 30D | -8.4% | +1.1% | -9.5% | -8.4% |
| 3M | +31.4% | +4.8% | +26.6% | +31.6% |
| 6M | +10.5% | -10.6% | +21.1% | +12.0% |
| YTD | -10.1% | +3.4% | -13.5% | -10.8% |
| 1Y | -19.9% | +8.7% | -28.6% | -15.7% |
| All | -19.9% | +10.3% | -30.2% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling