-45.7%
TOST vs TE
-52.2%
+6.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | -3.4% | -4.0% | +0.6% | -2.9% |
| 30D | -2.4% | -15.9% | +13.5% | -0.6% |
| 3M | +34.6% | -60.5% | +95.2% | +50.1% |
| 6M | +15.2% | -35.2% | +50.4% | +13.2% |
| YTD | -4.4% | -31.1% | +26.7% | -9.6% |
| 1Y | -17.4% | +148.6% | -166.1% | -44.0% |
| 3Y | +54.5% | -26.4% | +80.9% | +27.7% |
| All | -45.7% | -52.2% | +6.5% | -53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling