-20.7%
TOST vs ET
+35.5%
-56.2%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.4% |
| 7D | -4.7% | +0.6% | -5.3% | -4.6% |
| 30D | -9.1% | +5.3% | -14.4% | -8.5% |
| 3M | +29.8% | +15.6% | +14.2% | +31.8% |
| 6M | +10.0% | +20.6% | -10.6% | +10.9% |
| YTD | -8.6% | +38.5% | -47.1% | -12.1% |
| 1Y | -20.7% | +35.7% | -56.4% | -25.0% |
| All | -20.7% | +35.5% | -56.2% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling