-44.8%
TOST vs ET
+229.6%
-274.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.9% |
| 7D | +3.0% | -1.9% | +4.8% | +4.0% |
| 30D | +10.3% | -3.1% | +13.3% | +11.7% |
| 3M | -3.3% | -3.9% | +0.6% | -1.7% |
| 6M | +37.8% | +4.0% | +33.8% | +31.7% |
| YTD | -2.8% | +26.4% | -29.2% | -20.3% |
| 1Y | -9.6% | +24.9% | -34.5% | -25.4% |
| 3Y | +144.6% | +85.2% | +59.5% | +52.4% |
| 5Y | -31.0% | +218.3% | -249.3% | -66.7% |
| All | -44.8% | +229.6% | -274.4% | -73.0% |
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 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