-98.3%
DFNS vs TOST
-20.0%
-78.2%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | -16.0% | -3.4% | -12.6% | -11.6% |
| 30D | -77.7% | -2.4% | -75.3% | -77.8% |
| 3M | -77.2% | +34.6% | -111.8% | -81.9% |
| 6M | -95.2% | +15.2% | -110.4% | -95.8% |
| YTD | -98.0% | -4.4% | -93.6% | -98.0% |
| 1Y | -98.3% | -17.4% | -80.8% | -98.0% |
| All | -98.3% | -20.0% | -78.2% | -98.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling