-44.5%
TOST vs DTE
+40.0%
-84.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 1Y | -4.7% | +4.2% | -8.9% | -8.2% |
| 3Y | +103.2% | +51.7% | +51.5% | +59.0% |
| 5Y | -41.2% | +39.7% | -80.9% | -51.1% |
| All | -44.5% | +40.0% | -84.5% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling