+63.1%
DIA vs TOST
-46.9%
+110.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -0.9% | +9.4% | -10.4% | -2.0% |
| 30D | +0.3% | +13.5% | -13.2% | -1.3% |
| 3M | -4.5% | -0.1% | -4.4% | -4.7% |
| 6M | +3.4% | +22.5% | -19.1% | +0.3% |
| YTD | +7.8% | -2.4% | +10.1% | +7.0% |
| 1Y | +10.7% | -4.7% | +15.4% | +10.2% |
| 3Y | +57.5% | +103.2% | -45.7% | +41.4% |
| 5Y | +53.7% | -41.2% | +95.0% | +41.6% |
| All | +63.1% | -46.9% | +110.0% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling