-46.7%
TOST vs TEL
+58.8%
-105.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.2% | -0.6% |
| 7D | -0.9% | -1.4% | +0.6% | +0.1% |
| 30D | -3.5% | -4.9% | +1.4% | -0.2% |
| 3M | +38.1% | +0.1% | +38.0% | +36.0% |
| 6M | +9.9% | +0.4% | +9.5% | +4.3% |
| YTD | -6.3% | -8.9% | +2.7% | -5.0% |
| 1Y | -18.3% | -0.3% | -18.0% | -25.2% |
| 3Y | +59.7% | +67.6% | -7.9% | -21.9% |
| All | -46.7% | +58.8% | -105.5% | -70.5% |
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