+98.5%
DAL vs TOST
+55.9%
+42.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +0.1% | -3.4% | +3.5% | +1.2% |
| 30D | -13.9% | -2.4% | -11.5% | -13.4% |
| 3M | +1.1% | +34.6% | -33.5% | -7.8% |
| 6M | +26.2% | +15.2% | +11.0% | +19.2% |
| YTD | +16.4% | -4.4% | +20.8% | +15.8% |
| 1Y | +33.9% | -17.4% | +51.3% | +38.9% |
| All | +98.5% | +55.9% | +42.5% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling