-46.7%
TOST vs TE
-47.4%
+0.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +10.0% | -11.9% | -3.4% |
| 7D | -0.9% | +18.2% | -19.1% | -3.4% |
| 30D | -3.5% | -13.5% | +10.1% | -2.0% |
| 3M | +38.1% | -44.6% | +82.7% | +46.4% |
| 6M | +9.9% | -24.7% | +34.6% | +5.4% |
| YTD | -6.3% | -24.3% | +18.0% | -12.7% |
| 1Y | -18.3% | +155.6% | -173.9% | -44.5% |
| 3Y | +59.7% | -18.3% | +78.0% | +29.6% |
| All | -46.7% | -47.4% | +0.7% | -54.5% |
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