-44.4%
TOST vs EW
-11.7%
-32.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -1.0% |
| 7D | +4.0% | +12.3% | -8.2% | -2.2% |
| 30D | +11.1% | +22.9% | -11.8% | -0.5% |
| 3M | +0.8% | +16.7% | -15.9% | -7.4% |
| 6M | +38.8% | +31.0% | +7.8% | +19.7% |
| YTD | -2.1% | +22.8% | -24.9% | -13.0% |
| 1Y | -6.0% | +25.6% | -31.6% | -17.6% |
| 3Y | +149.8% | +62.0% | +87.8% | +60.5% |
| 5Y | -42.8% | -12.8% | -30.0% | -38.3% |
| All | -44.4% | -11.7% | -32.6% | -40.5% |
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