-100.0%
DFNS vs TOST
-38.4%
-61.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.4% | -10.8% | -12.0% |
| 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% |
| All | -100.0% | -38.4% | -61.6% | -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