-45.7%
TOST vs TEL
+61.6%
-107.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.3% |
| 7D | -3.4% | +3.0% | -6.4% | -5.8% |
| 30D | -2.4% | -3.9% | +1.5% | 0.0% |
| 3M | +34.6% | -5.1% | +39.7% | +38.5% |
| 6M | +15.2% | +0.6% | +14.6% | +9.3% |
| YTD | -4.4% | -7.3% | +2.9% | -4.4% |
| 1Y | -17.4% | +1.1% | -18.6% | -25.1% |
| 3Y | +54.5% | +63.7% | -9.2% | -21.6% |
| All | -45.7% | +61.6% | -107.3% | -70.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling