+191.6%
ETN vs TOST
-49.0%
+240.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.7% | +3.1% |
| 7D | +8.0% | -0.9% | +8.9% | +8.2% |
| 30D | -5.9% | -3.5% | -2.5% | -5.5% |
| 3M | +5.0% | +38.1% | -33.2% | -0.9% |
| 6M | +22.4% | +9.9% | +12.5% | +19.1% |
| YTD | +33.6% | -6.3% | +39.9% | +33.1% |
| 1Y | +22.1% | -18.3% | +40.4% | +24.2% |
| 3Y | +85.6% | +59.7% | +25.8% | +67.1% |
| All | +191.6% | -49.0% | +240.6% | +178.6% |
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