+153.0%
DASH vs TOST
+55.9%
+97.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | -10.6% | -3.4% | -7.2% | -9.4% |
| 30D | +2.2% | -2.4% | +4.6% | +2.9% |
| 3M | +32.3% | +34.6% | -2.3% | +18.4% |
| 6M | +19.1% | +15.2% | +3.9% | +12.2% |
| YTD | -6.5% | -4.4% | -2.1% | -6.9% |
| 1Y | -14.9% | -17.4% | +2.5% | -11.5% |
| All | +153.0% | +55.9% | +97.1% | +117.9% |
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 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