+151.1%
TOST vs EWT
+157.5%
-6.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.3% | +3.4% |
| 7D | 0.0% | +9.1% | -9.1% | -3.4% |
| 30D | +16.2% | -12.2% | +28.4% | +21.7% |
| 3M | -1.5% | -9.4% | +7.9% | +1.3% |
| 6M | +55.3% | +2.7% | +52.7% | +46.1% |
| YTD | -2.3% | +53.3% | -55.6% | -31.4% |
| 1Y | -5.5% | +59.2% | -64.7% | -35.6% |
| 3Y | +151.1% | +157.1% | -6.0% | +0.3% |
| All | +151.1% | +157.5% | -6.4% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling