-8.8%
DASH vs TOST
-45.8%
+37.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.5% | +2.8% | +5.8% |
| 7D | +17.2% | +10.7% | +6.4% | +11.9% |
| 30D | +3.6% | +17.7% | -14.2% | -3.9% |
| 3M | -1.9% | +4.6% | -6.5% | -4.1% |
| 6M | +15.1% | +20.3% | -5.2% | +4.9% |
| YTD | -12.3% | -0.4% | -11.9% | -13.4% |
| 1Y | -17.2% | -0.8% | -16.5% | -18.3% |
| 3Y | +114.7% | +102.2% | +12.5% | +37.8% |
| 5Y | -4.3% | -41.3% | +37.0% | -38.9% |
| All | -8.8% | -45.8% | +37.0% | -41.8% |
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