+59.7%
DIA vs TOST
+146.3%
-86.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.3% | -0.3% |
| 7D | +2.1% | 0.0% | +2.1% | +2.1% |
| 30D | +1.5% | +16.2% | -14.7% | -0.6% |
| 3M | -2.4% | -1.5% | -0.9% | -2.4% |
| 6M | +6.0% | +55.3% | -49.3% | -0.6% |
| YTD | +10.1% | -2.3% | +12.4% | +9.3% |
| 1Y | +11.8% | -5.5% | +17.3% | +11.5% |
| 3Y | +59.7% | +151.1% | -91.4% | +44.2% |
| All | +59.7% | +146.3% | -86.6% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling