-100.0%
DFNS vs TOST
-46.9%
-53.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.4% | -10.8% | -12.1% |
| 7D | -44.0% | +9.4% | -53.4% | -44.8% |
| 30D | -69.1% | +13.5% | -82.6% | -69.7% |
| 3M | -95.6% | -0.1% | -95.5% | -95.6% |
| 6M | -96.2% | +22.5% | -118.6% | -96.2% |
| YTD | -99.6% | -2.4% | -97.2% | -99.6% |
| 1Y | -99.7% | -4.7% | -95.0% | -99.7% |
| 3Y | -100.0% | +103.2% | -203.2% | -100.0% |
| 5Y | -100.0% | -41.2% | -58.7% | -100.0% |
| All | -100.0% | -46.9% | -53.1% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling