-4.7%
TOST vs ETR
+17.7%
-22.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.3% |
| 7D | +9.4% | +0.4% | +9.0% | +9.5% |
| 30D | +13.5% | +7.5% | +5.9% | +16.5% |
| 3M | -0.1% | +4.4% | -4.6% | +1.2% |
| 6M | +22.5% | -1.5% | +24.0% | +22.2% |
| YTD | -2.4% | +21.8% | -24.1% | +1.4% |
| 1Y | -4.7% | +18.4% | -23.1% | +1.0% |
| All | -4.7% | +17.7% | -22.4% | +1.0% |
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