-44.5%
TOST vs ET
+229.1%
-273.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | 0.0% | +2.5% | -2.5% | -1.6% |
| 30D | +16.2% | -2.5% | +18.6% | +17.1% |
| 3M | -1.5% | -4.9% | +3.3% | +0.8% |
| 6M | +55.3% | -0.1% | +55.4% | +52.9% |
| YTD | -2.3% | +26.2% | -28.6% | -19.9% |
| 1Y | -5.5% | +25.2% | -30.7% | -22.2% |
| 3Y | +151.1% | +84.2% | +66.9% | +57.0% |
| 5Y | -27.9% | +216.1% | -244.0% | -65.1% |
| All | -44.5% | +229.1% | -273.6% | -72.9% |
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