-48.1%
TOST vs DTE
+39.7%
-87.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.2% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | -9.1% | -0.5% | -8.6% | -8.9% |
| 3M | +29.8% | -6.0% | +35.8% | +32.8% |
| 6M | +10.0% | -7.2% | +17.2% | +12.8% |
| YTD | -8.6% | +7.2% | -15.8% | -13.3% |
| 1Y | -20.7% | +4.1% | -24.8% | -23.6% |
| 3Y | +55.7% | +46.9% | +8.8% | +23.7% |
| All | -48.1% | +39.7% | -87.8% | -57.2% |
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