-44.5%
TOST vs ETR
+143.6%
-188.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.5% |
| 7D | +9.4% | +0.4% | +9.0% | +9.3% |
| 30D | +13.5% | +7.5% | +5.9% | +11.3% |
| 3M | -0.1% | +4.4% | -4.6% | -1.4% |
| 6M | +22.5% | -1.5% | +24.0% | +22.5% |
| YTD | -2.4% | +21.8% | -24.1% | -10.2% |
| 1Y | -4.7% | +18.4% | -23.1% | -11.4% |
| 3Y | +103.2% | +148.5% | -45.3% | +45.4% |
| 5Y | -41.2% | +152.6% | -193.9% | -57.4% |
| All | -44.5% | +143.6% | -188.2% | -59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling