-40.6%
TOST vs DE
+99.7%
-140.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.9% |
| 7D | +9.4% | -0.6% | +10.0% | +9.7% |
| 30D | +13.5% | +2.3% | +11.2% | +12.2% |
| 3M | -0.1% | +9.5% | -9.6% | -4.6% |
| 6M | +22.5% | +14.1% | +8.4% | +13.8% |
| YTD | -2.4% | +45.4% | -47.8% | -22.3% |
| 1Y | -4.7% | +42.9% | -47.6% | -23.6% |
| 3Y | +103.2% | +84.8% | +18.4% | +38.0% |
| All | -40.6% | +99.7% | -140.3% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling