-45.7%
TOST vs ETR
+136.4%
-182.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | -3.4% | +1.4% | -4.9% | -3.8% |
| 30D | -2.4% | +1.0% | -3.4% | -2.8% |
| 3M | +34.6% | -1.3% | +35.9% | +34.6% |
| 6M | +15.2% | +1.9% | +13.3% | +13.3% |
| YTD | -4.4% | +18.2% | -22.6% | -11.3% |
| 1Y | -17.4% | +24.7% | -42.1% | -25.1% |
| 3Y | +54.5% | +150.7% | -96.2% | +10.0% |
| All | -45.7% | +136.4% | -182.1% | -59.9% |
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