-45.7%
TOST vs EWT
+161.6%
-207.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -1.4% |
| 7D | -3.4% | +4.0% | -7.4% | -6.5% |
| 30D | -2.4% | +10.3% | -12.7% | -10.4% |
| 3M | +34.6% | +6.1% | +28.5% | +24.0% |
| 6M | +15.2% | +56.6% | -41.4% | -30.0% |
| YTD | -4.4% | +76.6% | -81.0% | -49.8% |
| 1Y | -17.4% | +97.9% | -115.3% | -62.3% |
| 3Y | +54.5% | +198.0% | -143.5% | -62.8% |
| All | -45.7% | +161.6% | -207.3% | -81.7% |
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