+9.8%
DIA vs TOST
-11.6%
+21.5%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.2% |
| 7D | +1.6% | -4.7% | +6.3% | +2.1% |
| 30D | +1.2% | +8.5% | -7.3% | +0.3% |
| 3M | -2.4% | -1.6% | -0.8% | -2.4% |
| 6M | +5.7% | +44.1% | -38.4% | +1.7% |
| YTD | +9.9% | -5.6% | +15.5% | +10.1% |
| 1Y | +9.8% | -12.6% | +22.4% | +12.1% |
| All | +9.8% | -11.6% | +21.5% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling