+122.9%
DAL vs TOST
-45.8%
+168.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.5% | +1.7% | +5.8% |
| 7D | +11.1% | +10.7% | +0.3% | +8.3% |
| 30D | +7.7% | +17.7% | -10.0% | +3.3% |
| 3M | -3.5% | +4.6% | -8.1% | -4.8% |
| 6M | +31.3% | +20.3% | +11.0% | +24.1% |
| YTD | +30.0% | -0.4% | +30.4% | +27.6% |
| 1Y | +62.1% | -0.8% | +62.8% | +59.1% |
| 3Y | +176.6% | +102.2% | +74.4% | +124.4% |
| 5Y | +126.2% | -41.3% | +167.5% | +90.8% |
| All | +122.9% | -45.8% | +168.7% | +85.9% |
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