+15.2%
TOST vs DE
+12.6%
+2.6%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | 0.0% |
| 7D | -3.4% | +10.0% | -13.4% | -2.1% |
| 30D | -2.4% | +13.3% | -15.8% | -0.7% |
| 3M | +34.6% | +17.5% | +17.1% | +37.8% |
| 6M | +15.2% | +13.6% | +1.6% | +16.0% |
| All | +15.2% | +12.6% | +2.6% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling