+151.1%
TOST vs ETR
+155.2%
-4.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | 0.0% | +1.2% | -1.1% | -0.2% |
| 30D | +16.2% | +7.0% | +9.2% | +14.6% |
| 3M | -1.5% | +4.6% | -6.1% | -2.5% |
| 6M | +55.3% | +0.1% | +55.2% | +54.9% |
| YTD | -2.3% | +23.2% | -25.5% | -10.4% |
| 1Y | -5.5% | +20.6% | -26.1% | -12.5% |
| 3Y | +151.1% | +156.3% | -5.1% | +77.2% |
| All | +151.1% | +155.2% | -4.1% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling