+55.6%
TOST vs DE
+75.8%
-20.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.4% | +10.0% | -13.4% | -6.4% |
| 30D | -2.4% | +13.3% | -15.8% | -6.4% |
| 3M | +34.6% | +17.5% | +17.1% | +26.9% |
| 6M | +15.2% | +13.6% | +1.6% | +9.4% |
| YTD | -4.4% | +49.8% | -54.2% | -22.3% |
| 1Y | -17.4% | +47.9% | -65.3% | -32.6% |
| All | +55.6% | +75.8% | -20.2% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling