+148.8%
ETN vs TOST
-48.6%
+197.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +10.1% | -4.7% | +14.8% | +10.9% |
| 30D | -15.9% | +8.5% | -24.4% | -17.2% |
| 3M | -21.7% | -1.6% | -20.1% | -21.9% |
| 6M | -10.1% | +44.1% | -54.2% | -16.3% |
| YTD | +14.0% | -5.6% | +19.6% | +12.9% |
| 1Y | -1.7% | -12.6% | +10.9% | -1.3% |
| 3Y | +67.9% | +137.6% | -69.7% | +43.0% |
| 5Y | +125.5% | -30.4% | +155.9% | +107.5% |
| All | +148.8% | -48.6% | +197.4% | +136.5% |
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