-48.1%
TOST vs ET
+261.2%
-309.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -3.1% |
| 7D | -4.7% | +0.6% | -5.3% | -5.1% |
| 30D | -9.1% | +5.3% | -14.4% | -12.3% |
| 3M | +29.8% | +15.6% | +14.2% | +16.9% |
| 6M | +10.0% | +20.6% | -10.6% | -4.7% |
| YTD | -8.6% | +38.5% | -47.1% | -28.9% |
| 1Y | -20.7% | +35.7% | -56.4% | -37.5% |
| 3Y | +55.7% | +98.4% | -42.6% | -6.3% |
| All | -48.1% | +261.2% | -309.3% | -75.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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