+103.2%
TOST vs EW
+51.9%
+51.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | +9.4% | +11.0% | -1.6% | +6.4% |
| 30D | +13.5% | +19.1% | -5.6% | +8.3% |
| 3M | -0.1% | +14.4% | -14.5% | -3.8% |
| 6M | +22.5% | +22.8% | -0.3% | +16.1% |
| YTD | -2.4% | +19.8% | -22.2% | -7.2% |
| 1Y | -4.7% | +23.9% | -28.6% | -10.1% |
| 3Y | +103.2% | +52.2% | +51.0% | +44.8% |
| All | +103.2% | +51.9% | +51.3% | +44.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling