-45.7%
TOST vs DECK
+21.7%
-67.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.7% |
| 7D | -3.4% | -2.2% | -1.2% | -2.4% |
| 30D | -2.4% | -13.6% | +11.2% | +4.5% |
| 3M | +34.6% | -21.2% | +55.9% | +50.1% |
| 6M | +15.2% | -21.1% | +36.3% | +27.3% |
| YTD | -4.4% | -17.2% | +12.8% | +1.4% |
| 1Y | -17.4% | -30.7% | +13.3% | -5.3% |
| 3Y | +54.5% | -3.4% | +57.8% | +14.1% |
| All | -45.7% | +21.7% | -67.3% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling