-37.5%
DIS vs TOST
-48.0%
+10.5%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.6% | -3.4% | +0.8% | -1.9% |
| 30D | +3.5% | -2.4% | +5.9% | +3.9% |
| 3M | +6.8% | +34.6% | -27.8% | +0.3% |
| 6M | +3.0% | +15.2% | -12.2% | -0.9% |
| YTD | -6.7% | -4.4% | -2.3% | -7.2% |
| 1Y | -10.1% | -17.4% | +7.3% | -8.1% |
| 3Y | +33.0% | +54.5% | -21.4% | +15.8% |
| All | -37.5% | -48.0% | +10.5% | -44.2% |
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