+57.1%
DIA vs TOST
-40.0%
+97.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +0.8% | +4.0% | -3.3% | +0.3% |
| 30D | +1.4% | +11.1% | -9.6% | +0.1% |
| 3M | -2.7% | +0.8% | -3.5% | -3.0% |
| 6M | +6.2% | +38.8% | -32.6% | +1.7% |
| YTD | +10.1% | -2.1% | +12.2% | +9.3% |
| 1Y | +13.0% | -6.0% | +19.0% | +12.6% |
| 3Y | +61.9% | +149.8% | -87.9% | +41.6% |
| 5Y | +57.1% | -42.8% | +99.8% | +47.4% |
| All | +57.1% | -40.0% | +97.1% | +47.4% |
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