+63.8%
DIA vs TOST
-46.1%
+109.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -3.5% |
| 7D | -1.6% | +11.6% | -13.2% | -2.9% |
| 30D | 0.0% | +16.2% | -16.3% | -1.9% |
| 3M | -4.9% | +1.0% | -6.0% | -5.2% |
| 6M | +5.0% | +23.2% | -18.1% | +1.9% |
| YTD | +8.2% | -1.0% | +9.2% | +7.3% |
| 1Y | +10.3% | -9.9% | +20.2% | +10.5% |
| 3Y | +58.4% | +101.0% | -42.7% | +42.3% |
| 5Y | +54.3% | -40.4% | +94.8% | +41.9% |
| All | +63.8% | -46.1% | +109.9% | +51.5% |
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