-100.0%
DFNS vs TOST
+99.4%
-199.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.6% | -19.1% | -19.5% |
| 7D | -37.4% | +11.6% | -49.1% | -40.0% |
| 30D | -65.8% | +16.2% | -82.1% | -67.7% |
| 3M | -95.0% | +1.0% | -96.0% | -95.1% |
| 6M | -95.8% | +23.2% | -119.0% | -96.0% |
| YTD | -99.5% | -1.0% | -98.6% | -99.6% |
| 1Y | -99.7% | -9.9% | -89.9% | -99.8% |
| All | -100.0% | +99.4% | -199.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling