-40.4%
TOST vs EW
-13.6%
-26.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -1.4% |
| 7D | +11.6% | +6.8% | +4.9% | +7.8% |
| 30D | +16.2% | +16.6% | -0.4% | +7.1% |
| 3M | +1.0% | +13.3% | -12.3% | -5.7% |
| 6M | +23.2% | +21.6% | +1.6% | +10.8% |
| YTD | -1.0% | +18.3% | -19.2% | -10.2% |
| 1Y | -9.9% | +21.7% | -31.6% | -19.6% |
| 3Y | +101.0% | +50.3% | +50.7% | +35.7% |
| 5Y | -40.4% | -15.0% | -25.4% | -32.8% |
| All | -40.4% | -13.6% | -26.9% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling