-40.6%
TOST vs TE
-79.6%
+39.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.5% | -4.9% | -1.9% |
| 7D | +9.4% | -12.6% | +22.0% | +11.0% |
| 30D | +13.5% | -36.7% | +50.2% | +19.9% |
| 3M | -0.1% | -57.5% | +57.3% | +10.5% |
| 6M | +22.5% | -55.2% | +77.7% | +26.0% |
| YTD | -2.4% | -64.7% | +62.3% | +0.1% |
| 1Y | -4.7% | -35.9% | +31.2% | -15.3% |
| 3Y | +103.2% | -31.8% | +135.0% | +42.0% |
| All | -40.6% | -79.6% | +39.0% | -40.3% |
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