-44.5%
TOST vs DE
+111.0%
-155.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +3.8% |
| 7D | 0.0% | +0.3% | -0.3% | -0.1% |
| 30D | +16.2% | +3.6% | +12.6% | +14.4% |
| 3M | -1.5% | +10.2% | -11.8% | -6.2% |
| 6M | +55.3% | +16.6% | +38.7% | +42.9% |
| YTD | -2.3% | +45.8% | -48.2% | -22.2% |
| 1Y | -5.5% | +43.9% | -49.4% | -24.4% |
| 3Y | +151.1% | +89.6% | +61.5% | +69.2% |
| 5Y | -27.9% | +100.3% | -128.3% | -55.1% |
| All | -44.5% | +111.0% | -155.6% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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