+69.7%
DIA vs TOST
-48.0%
+117.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -0.2% | -3.4% | +3.2% | +0.2% |
| 30D | -1.5% | -2.4% | +0.9% | -1.3% |
| 3M | +3.8% | +34.6% | -30.9% | 0.0% |
| 6M | +10.3% | +15.2% | -4.9% | +7.8% |
| YTD | +12.1% | -4.4% | +16.5% | +11.7% |
| 1Y | +18.6% | -17.4% | +36.1% | +20.0% |
| 3Y | +60.6% | +54.5% | +6.2% | +48.5% |
| All | +69.7% | -48.0% | +117.6% | +57.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling