-100.0%
DFNS vs TOST
-40.0%
-60.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.0% |
| 7D | -42.8% | +4.0% | -46.9% | -43.2% |
| 30D | -67.6% | +11.1% | -78.6% | -68.1% |
| 3M | -94.9% | +0.8% | -95.7% | -94.9% |
| 6M | -96.7% | +38.8% | -135.5% | -96.8% |
| YTD | -99.6% | -2.1% | -97.5% | -99.6% |
| 1Y | -99.7% | -6.0% | -93.7% | -99.7% |
| 3Y | -100.0% | +149.8% | -249.8% | -100.0% |
| 5Y | -100.0% | -42.8% | -57.2% | -100.0% |
| All | -100.0% | -40.0% | -60.0% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling