-43.8%
TOST vs DECK
+24.4%
-68.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | +0.1% |
| 7D | +11.6% | +6.0% | +5.6% | +8.6% |
| 30D | +16.2% | +7.4% | +8.8% | +12.3% |
| 3M | +1.0% | -11.7% | +12.7% | +7.0% |
| 6M | +23.2% | -11.0% | +34.2% | +29.3% |
| YTD | -1.0% | -15.4% | +14.4% | +3.8% |
| 1Y | -9.9% | +7.2% | -17.1% | -16.7% |
| 3Y | +101.0% | -11.8% | +112.9% | +63.1% |
| 5Y | -40.4% | +24.3% | -64.7% | -69.7% |
| All | -43.8% | +24.4% | -68.1% | -71.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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