-30.4%
DIS vs TOST
-46.1%
+15.7%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.3% |
| 7D | +5.7% | +11.6% | -5.9% | +3.3% |
| 30D | +12.7% | +16.2% | -3.6% | +9.2% |
| 3M | +15.2% | +1.0% | +14.2% | +14.7% |
| 6M | +17.6% | +23.2% | -5.6% | +11.7% |
| YTD | +3.8% | -1.0% | +4.8% | +2.4% |
| 1Y | +6.8% | -9.9% | +16.7% | +7.3% |
| 3Y | +42.1% | +101.0% | -58.9% | +17.2% |
| 5Y | -31.2% | -40.4% | +9.2% | -39.7% |
| All | -30.4% | -46.1% | +15.7% | -38.4% |
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 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