-44.8%
TOST vs EWT
+120.8%
-165.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | 0.0% |
| 7D | +3.0% | -3.7% | +6.6% | +4.6% |
| 30D | +10.3% | -17.2% | +27.4% | +25.0% |
| 3M | -3.3% | -7.3% | +4.1% | -0.8% |
| 6M | +37.8% | -1.5% | +39.3% | +27.8% |
| YTD | -2.8% | +49.0% | -51.8% | -43.3% |
| 1Y | -9.6% | +50.6% | -60.2% | -48.0% |
| 3Y | +144.6% | +148.9% | -4.2% | -33.6% |
| 5Y | -31.0% | +116.1% | -147.0% | -73.7% |
| All | -44.8% | +120.8% | -165.6% | -79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling