-44.5%
TOST vs TE
-80.1%
+35.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.9% |
| 7D | 0.0% | -19.1% | +19.1% | +2.9% |
| 30D | +16.2% | -34.1% | +50.3% | +21.9% |
| 3M | -1.5% | -60.1% | +58.6% | +10.1% |
| 6M | +55.3% | -66.0% | +121.3% | +67.7% |
| YTD | -2.3% | -71.4% | +69.1% | +3.0% |
| 1Y | -5.5% | -45.3% | +39.7% | -14.1% |
| 3Y | +151.1% | +9.1% | +142.0% | +46.3% |
| 5Y | -27.9% | -82.6% | +54.6% | -26.8% |
| All | -44.5% | -80.1% | +35.6% | -46.4% |
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