-44.4%
TOST vs DE
+116.6%
-161.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.9% | -2.6% | -0.9% |
| 7D | +4.0% | +3.5% | +0.5% | +2.5% |
| 30D | +11.1% | +11.3% | -0.3% | +6.1% |
| 3M | +0.8% | +11.6% | -10.8% | -4.4% |
| 6M | +38.8% | +20.9% | +17.9% | +25.7% |
| YTD | -2.1% | +49.7% | -51.7% | -22.8% |
| 1Y | -6.0% | +49.5% | -55.5% | -26.1% |
| 3Y | +149.8% | +94.7% | +55.1% | +66.5% |
| 5Y | -42.8% | +107.4% | -150.1% | -64.8% |
| All | -44.4% | +116.6% | -161.0% | -66.8% |
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