+57.6%
DUK vs TOST
-46.7%
+104.3%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -0.2% | +4.0% | -4.3% | -0.3% |
| 30D | +9.8% | +11.1% | -1.2% | +9.6% |
| 3M | +3.5% | +0.8% | +2.7% | +3.5% |
| 6M | +5.0% | +38.8% | -33.8% | +4.2% |
| YTD | +12.2% | -2.1% | +14.2% | +12.1% |
| 1Y | +7.2% | -6.0% | +13.3% | +7.2% |
| 3Y | +63.0% | +149.8% | -86.7% | +56.5% |
| 5Y | +52.3% | -42.8% | +95.1% | +47.9% |
| All | +57.6% | -46.7% | +104.3% | +54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling