+7.2%
DIS vs TOST
-11.1%
+18.3%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +5.2% | +9.4% | -4.2% | +3.4% |
| 30D | +11.5% | +13.5% | -2.0% | +8.7% |
| 3M | +11.5% | -0.1% | +11.7% | +11.2% |
| 6M | +8.9% | +22.5% | -13.6% | +4.5% |
| YTD | +3.4% | -2.4% | +5.8% | +3.3% |
| 1Y | +7.2% | -4.7% | +11.9% | +8.1% |
| All | +7.2% | -11.1% | +18.3% | +8.1% |
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