+117.8%
DAL vs TOST
-46.9%
+164.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.5% |
| 7D | +8.8% | +9.4% | -0.6% | +6.4% |
| 30D | +5.4% | +13.5% | -8.1% | +2.0% |
| 3M | -4.9% | -0.1% | -4.8% | -5.1% |
| 6M | +19.8% | +22.5% | -2.6% | +12.7% |
| YTD | +27.0% | -2.4% | +29.4% | +25.3% |
| 1Y | +52.5% | -4.7% | +57.2% | +51.3% |
| 3Y | +173.8% | +103.2% | +70.6% | +122.0% |
| 5Y | +104.5% | -41.2% | +145.8% | +73.5% |
| All | +117.8% | -46.9% | +164.7% | +82.6% |
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