+99.7%
DAL vs TOST
-48.0%
+147.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +0.1% | -3.4% | +3.5% | +1.0% |
| 30D | -13.9% | -2.4% | -11.5% | -13.5% |
| 3M | +1.1% | +34.6% | -33.5% | -6.4% |
| 6M | +26.2% | +15.2% | +11.0% | +20.3% |
| YTD | +16.4% | -4.4% | +20.8% | +15.7% |
| 1Y | +33.9% | -17.4% | +51.3% | +37.6% |
| 3Y | +93.4% | +54.5% | +38.9% | +66.6% |
| All | +99.7% | -48.0% | +147.7% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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