-17.4%
TOST vs ETR
+23.8%
-41.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | -0.1% |
| 7D | -3.4% | +1.4% | -4.9% | -2.9% |
| 30D | -2.4% | +1.0% | -3.4% | -2.0% |
| 3M | +34.6% | -1.3% | +35.9% | +34.1% |
| 6M | +15.2% | +1.9% | +13.3% | +16.0% |
| YTD | -4.4% | +18.2% | -22.6% | -3.8% |
| 1Y | -17.4% | +24.7% | -42.1% | -16.1% |
| All | -17.4% | +23.8% | -41.3% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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