+113.2%
DAL vs TOST
-46.1%
+159.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -4.2% |
| 7D | +4.6% | +11.6% | -7.1% | +1.7% |
| 30D | +2.3% | +16.2% | -13.9% | -1.5% |
| 3M | -8.1% | +1.0% | -9.1% | -8.5% |
| 6M | +21.4% | +23.2% | -1.8% | +14.1% |
| YTD | +24.3% | -1.0% | +25.3% | +22.3% |
| 1Y | +47.4% | -9.9% | +57.3% | +48.3% |
| 3Y | +164.6% | +101.0% | +63.6% | +115.0% |
| 5Y | +100.2% | -40.4% | +140.6% | +69.2% |
| All | +113.2% | -46.1% | +159.4% | +78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling