-2.7%
DASH vs TOST
-48.0%
+45.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -10.6% | -3.4% | -7.2% | -9.1% |
| 30D | +2.2% | -2.4% | +4.6% | +3.1% |
| 3M | +32.3% | +34.6% | -2.3% | +15.4% |
| 6M | +19.1% | +15.2% | +3.9% | +10.9% |
| YTD | -6.5% | -4.4% | -2.1% | -6.0% |
| 1Y | -14.9% | -17.4% | +2.5% | -9.3% |
| 3Y | +151.9% | +54.5% | +97.5% | +84.5% |
| All | -2.7% | -48.0% | +45.3% | -36.7% |
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