-5.5%
TOST vs EW
+25.9%
-31.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.3% | +2.2% | +2.9% |
| 7D | 0.0% | +4.9% | -4.9% | -2.2% |
| 30D | +16.2% | +23.9% | -7.8% | +5.3% |
| 3M | -1.5% | +15.8% | -17.3% | -8.1% |
| 6M | +55.3% | +31.7% | +23.7% | +37.4% |
| YTD | -2.3% | +25.7% | -28.0% | -12.1% |
| 1Y | -5.5% | +24.4% | -30.0% | -14.5% |
| All | -5.5% | +25.9% | -31.5% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling