-44.5%
TOST vs DTE
+44.8%
-89.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | 0.0% | +3.4% | -3.4% | -1.4% |
| 30D | +16.2% | +8.9% | +7.3% | +12.1% |
| 3M | -1.5% | +1.1% | -2.6% | -2.1% |
| 6M | +55.3% | +0.1% | +55.2% | +54.2% |
| YTD | -2.3% | +11.1% | -13.4% | -8.8% |
| 1Y | -5.5% | +4.9% | -10.5% | -9.0% |
| 3Y | +151.1% | +58.6% | +92.6% | +92.7% |
| 5Y | -27.9% | +47.3% | -75.2% | -41.7% |
| All | -44.5% | +44.8% | -89.3% | -54.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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