-44.4%
TOST vs TEL
+69.5%
-113.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.7% | -5.4% | -4.0% |
| 7D | +4.0% | +0.6% | +3.5% | +3.2% |
| 30D | +11.1% | +0.2% | +10.8% | +9.9% |
| 3M | +0.8% | +1.5% | -0.7% | -2.2% |
| 6M | +38.8% | +6.9% | +31.9% | +27.2% |
| YTD | -2.1% | -2.8% | +0.7% | -6.9% |
| 1Y | -6.0% | -8.8% | +2.8% | -5.6% |
| 3Y | +149.8% | +84.3% | +65.5% | +10.4% |
| 5Y | -42.8% | +46.8% | -89.6% | -65.9% |
| All | -44.4% | +69.5% | -113.8% | -71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 TEL 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