+186.8%
ETN vs TOST
-50.3%
+237.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.2% |
| 7D | +6.2% | -4.7% | +10.9% | +7.0% |
| 30D | -6.7% | -9.1% | +2.4% | -5.4% |
| 3M | +3.6% | +29.8% | -26.2% | -1.2% |
| 6M | +18.3% | +10.0% | +8.3% | +15.1% |
| YTD | +31.5% | -8.6% | +40.1% | +31.4% |
| 1Y | +20.6% | -20.7% | +41.3% | +23.2% |
| 3Y | +82.5% | +55.7% | +26.8% | +65.0% |
| All | +186.8% | -50.3% | +237.1% | +175.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded TOST 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling