+81.6%
ETN vs TOST
+62.0%
+19.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | +2.0% | -3.4% | +5.4% | +2.7% |
| 30D | -7.9% | -2.4% | -5.5% | -7.6% |
| 3M | -1.6% | +34.6% | -36.2% | -8.1% |
| 6M | +16.9% | +15.2% | +1.7% | +11.9% |
| YTD | +30.1% | -4.4% | +34.5% | +29.7% |
| 1Y | +19.3% | -17.4% | +36.7% | +23.3% |
| All | +81.6% | +62.0% | +19.7% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling