-44.4%
TOST vs ETR
+146.4%
-190.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | 0.0% |
| 7D | +4.0% | +1.7% | +2.3% | +3.6% |
| 30D | +11.1% | +8.7% | +2.3% | +8.6% |
| 3M | +0.8% | +4.9% | -4.1% | -0.6% |
| 6M | +38.8% | +0.8% | +38.0% | +37.9% |
| YTD | -2.1% | +23.1% | -25.2% | -10.2% |
| 1Y | -6.0% | +17.9% | -23.9% | -12.4% |
| 3Y | +149.8% | +154.5% | -4.7% | +77.3% |
| 5Y | -42.8% | +160.3% | -203.0% | -59.1% |
| All | -44.4% | +146.4% | -190.7% | -59.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling