-44.5%
TOST vs ET
+220.9%
-265.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.6% |
| 7D | +9.4% | -7.9% | +17.3% | +15.0% |
| 30D | +13.5% | -5.9% | +19.4% | +17.2% |
| 3M | -0.1% | -5.2% | +5.1% | +2.4% |
| 6M | +22.5% | +0.3% | +22.2% | +20.1% |
| YTD | -2.4% | +23.1% | -25.5% | -18.6% |
| 1Y | -4.7% | +22.7% | -27.4% | -20.5% |
| 3Y | +103.2% | +75.4% | +27.8% | +31.5% |
| 5Y | -41.2% | +202.6% | -243.9% | -70.6% |
| All | -44.5% | +220.9% | -265.5% | -72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling