-44.4%
TOST vs TE
-76.2%
+31.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.7% |
| 7D | +4.0% | -10.5% | +14.6% | +5.3% |
| 30D | +11.1% | -32.4% | +43.5% | +16.3% |
| 3M | +0.8% | -60.9% | +61.7% | +13.1% |
| 6M | +38.8% | -62.8% | +101.6% | +48.7% |
| YTD | -2.1% | -65.7% | +63.6% | +0.8% |
| 1Y | -6.0% | -39.9% | +33.9% | -15.6% |
| 3Y | +149.8% | +10.6% | +139.2% | +46.9% |
| 5Y | -42.8% | -79.7% | +36.9% | -42.3% |
| All | -44.4% | -76.2% | +31.8% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling