+103.2%
TOST vs TEL
+71.9%
+31.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +9.4% | -2.8% | +12.3% | +10.7% |
| 30D | +13.5% | -4.1% | +17.6% | +15.2% |
| 3M | -0.1% | -3.4% | +3.2% | +0.5% |
| 6M | +22.5% | -3.5% | +26.0% | +22.8% |
| YTD | -2.4% | -8.0% | +5.7% | -2.0% |
| 1Y | -4.7% | -13.7% | +9.0% | -0.4% |
| 3Y | +103.2% | +71.9% | +31.3% | +15.6% |
| All | +103.2% | +71.9% | +31.3% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling