+22.5%
TOST vs EWT
-5.0%
+27.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -1.1% |
| 7D | +9.4% | -11.7% | +21.2% | +8.4% |
| 30D | +13.5% | -23.2% | +36.7% | +11.1% |
| 3M | -0.1% | -12.5% | +12.3% | -1.0% |
| 6M | +22.5% | -5.9% | +28.4% | +20.2% |
| All | +22.5% | -5.0% | +27.4% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling