-99.7%
DFNS vs TOST
-11.6%
-88.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.4% | -1.7% | -17.7% | -17.1% |
| 7D | -12.7% | -4.7% | -8.0% | -6.6% |
| 30D | -65.2% | +8.5% | -73.7% | -70.0% |
| 3M | -94.6% | -1.6% | -93.0% | -94.8% |
| 6M | -96.2% | +44.1% | -140.4% | -97.2% |
| YTD | -99.6% | -5.6% | -94.0% | -99.7% |
| 1Y | -99.7% | -12.6% | -87.1% | -99.7% |
| All | -99.7% | -11.6% | -88.0% | -99.7% |
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 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