-0.8%
TOST vs EWT
+54.0%
-54.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.6% |
| 7D | +10.7% | -10.9% | +21.6% | +11.7% |
| 30D | +17.7% | -17.7% | +35.5% | +19.7% |
| 3M | +4.6% | -5.0% | +9.6% | +4.6% |
| 6M | +20.3% | +7.4% | +12.9% | +14.3% |
| YTD | -0.4% | +52.8% | -53.2% | -22.5% |
| 1Y | -0.8% | +55.2% | -55.9% | -24.0% |
| All | -0.8% | +54.0% | -54.7% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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