-46.7%
TOST vs DE
+112.8%
-159.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.8% | -0.1% | -1.2% |
| 7D | -0.9% | +0.7% | -1.6% | -1.2% |
| 30D | -3.5% | +9.6% | -13.1% | -7.5% |
| 3M | +38.1% | +19.0% | +19.2% | +26.9% |
| 6M | +9.9% | +16.1% | -6.2% | +1.0% |
| YTD | -6.3% | +47.0% | -53.3% | -25.3% |
| 1Y | -18.3% | +43.1% | -61.5% | -34.1% |
| 3Y | +59.7% | +77.5% | -17.8% | +12.2% |
| All | -46.7% | +112.8% | -159.5% | -67.9% |
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