-30.1%
TOST vs ETR
+157.9%
-188.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.7% | +1.5% | -6.2% | -5.0% |
| 30D | +8.5% | +6.6% | +1.9% | +6.7% |
| 3M | -1.6% | +4.4% | -6.0% | -2.8% |
| 6M | +44.1% | -0.3% | +44.4% | +43.7% |
| YTD | -5.6% | +23.3% | -28.9% | -13.5% |
| 1Y | -12.6% | +18.9% | -31.4% | -18.7% |
| 3Y | +137.6% | +155.5% | -17.9% | +68.3% |
| All | -30.1% | +157.9% | -188.0% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling