-27.7%
TOST vs TE
-82.5%
+54.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.9% |
| 6M | +55.3% | -66.0% | +121.3% | +67.5% |
| YTD | -2.3% | -71.4% | +69.1% | +2.9% |
| 1Y | -5.5% | -45.3% | +39.7% | -14.1% |
| 3Y | +151.1% | +9.1% | +142.0% | +46.8% |
| All | -27.7% | -82.5% | +54.8% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling