-20.7%
TOST vs DE
+42.9%
-63.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -4.7% | -3.0% | -1.6% | -4.7% |
| 30D | -9.1% | +11.1% | -20.2% | -9.0% |
| 3M | +29.8% | +17.6% | +12.2% | +29.7% |
| 6M | +10.0% | +13.6% | -3.6% | +10.5% |
| YTD | -8.6% | +46.3% | -54.9% | -17.9% |
| 1Y | -20.7% | +44.2% | -64.9% | -30.2% |
| All | -20.7% | +42.9% | -63.6% | -30.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling