-100.0%
DFNS vs TOST
-41.7%
-58.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.6% | -19.1% | -19.6% |
| 7D | -37.4% | +11.6% | -49.1% | -38.5% |
| 30D | -65.8% | +16.2% | -82.1% | -66.6% |
| 3M | -95.0% | +1.0% | -96.0% | -95.0% |
| 6M | -95.8% | +23.2% | -119.0% | -95.9% |
| YTD | -99.5% | -1.0% | -98.6% | -99.6% |
| 1Y | -99.7% | -9.9% | -89.9% | -99.8% |
| 3Y | -100.0% | +101.0% | -201.0% | -100.0% |
| 5Y | -100.0% | -40.4% | -59.6% | -100.0% |
| All | -100.0% | -41.7% | -58.3% | -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