-40.6%
TOST vs DTE
+39.5%
-80.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.5% | -1.5% |
| 7D | +9.4% | -0.3% | +9.7% | +9.6% |
| 30D | +13.5% | +6.2% | +7.3% | +10.7% |
| 3M | -0.1% | -2.6% | +2.5% | +0.8% |
| 6M | +22.5% | -3.5% | +26.0% | +23.6% |
| YTD | -2.4% | +7.4% | -9.7% | -7.4% |
| 1Y | -4.7% | +4.2% | -8.9% | -8.1% |
| 3Y | +103.2% | +51.7% | +51.5% | +59.5% |
| All | -40.6% | +39.5% | -80.1% | -51.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling