+144.7%
ETN vs TOST
-47.1%
+191.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | -9.6% | +3.0% | -12.5% | -10.1% |
| 30D | -17.6% | +10.3% | -27.8% | -19.0% |
| 3M | -20.4% | -3.3% | -17.1% | -20.3% |
| 6M | -11.6% | +37.8% | -49.4% | -17.0% |
| YTD | +12.1% | -2.8% | +14.9% | +10.6% |
| 1Y | -5.9% | -9.6% | +3.7% | -6.0% |
| 3Y | +65.1% | +144.6% | -79.5% | +40.0% |
| 5Y | +121.7% | -31.0% | +152.7% | +104.2% |
| All | +144.7% | -47.1% | +191.8% | +131.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling