-100.0%
DFNS vs TOST
-47.1%
-52.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -0.7% | +13.5% | +12.9% |
| 7D | -37.0% | +3.0% | -39.9% | -37.3% |
| 30D | -63.4% | +10.3% | -73.6% | -63.9% |
| 3M | -94.1% | -3.3% | -90.8% | -94.1% |
| 6M | -96.3% | +37.8% | -134.1% | -96.4% |
| YTD | -99.6% | -2.8% | -96.8% | -99.6% |
| 1Y | -99.7% | -9.6% | -90.1% | -99.7% |
| 3Y | -100.0% | +144.6% | -244.6% | -100.0% |
| 5Y | -100.0% | -31.0% | -69.0% | -100.0% |
| All | -100.0% | -47.1% | -52.9% | -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