+55.6%
TOST vs TE
-27.6%
+83.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | 0.0% |
| 7D | -3.4% | -4.0% | +0.6% | -3.1% |
| 30D | -2.4% | -15.9% | +13.5% | -1.5% |
| 3M | +34.6% | -60.5% | +95.2% | +42.8% |
| 6M | +15.2% | -35.2% | +50.4% | +14.4% |
| YTD | -4.4% | -31.1% | +26.7% | -7.1% |
| 1Y | -17.4% | +148.6% | -166.1% | -33.6% |
| All | +55.6% | -27.6% | +83.2% | +64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling