-40.6%
TOST vs ET
+201.6%
-242.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +9.4% | -7.9% | +17.3% | +15.1% |
| 30D | +13.5% | -5.9% | +19.4% | +17.3% |
| 3M | -0.1% | -5.2% | +5.1% | +2.5% |
| 6M | +22.5% | +0.3% | +22.2% | +20.0% |
| YTD | -2.4% | +23.1% | -25.5% | -19.1% |
| 1Y | -4.7% | +22.7% | -27.4% | -21.1% |
| 3Y | +103.2% | +75.4% | +27.8% | +28.7% |
| All | -40.6% | +201.6% | -242.2% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling