-44.5%
TOST vs EW
-13.9%
-30.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -2.1% |
| 7D | +9.4% | +11.0% | -1.6% | +3.6% |
| 30D | +13.5% | +19.1% | -5.6% | +3.4% |
| 3M | -0.1% | +14.4% | -14.5% | -7.3% |
| 6M | +22.5% | +22.8% | -0.3% | +9.6% |
| YTD | -2.4% | +19.8% | -22.2% | -12.1% |
| 1Y | -4.7% | +23.9% | -28.6% | -15.8% |
| 3Y | +103.2% | +52.2% | +51.0% | +36.8% |
| 5Y | -41.2% | -13.9% | -27.3% | -36.2% |
| All | -44.5% | -13.9% | -30.6% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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