-44.5%
TOST vs EWT
+108.1%
-152.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -4.2% |
| 7D | +9.4% | -11.7% | +21.2% | +18.7% |
| 30D | +13.5% | -23.2% | +36.7% | +36.3% |
| 3M | -0.1% | -12.5% | +12.3% | +6.9% |
| 6M | +22.5% | -5.9% | +28.4% | +16.8% |
| YTD | -2.4% | +40.5% | -42.8% | -40.4% |
| 1Y | -4.7% | +43.7% | -48.4% | -43.5% |
| 3Y | +103.2% | +136.6% | -33.4% | -43.1% |
| 5Y | -41.2% | +105.1% | -146.3% | -76.6% |
| All | -44.5% | +108.1% | -152.6% | -78.3% |
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 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