+52.5%
DAL vs TOST
-11.1%
+63.5%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.5% | +2.5% |
| 7D | +8.8% | +9.4% | -0.6% | +6.6% |
| 30D | +5.4% | +13.5% | -8.1% | +2.4% |
| 3M | -4.9% | -0.1% | -4.8% | -5.2% |
| 6M | +19.8% | +22.5% | -2.6% | +13.4% |
| YTD | +27.0% | -2.4% | +29.4% | +24.9% |
| 1Y | +52.5% | -4.7% | +57.2% | +51.5% |
| All | +52.5% | -11.1% | +63.5% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling