+60.3%
DUK vs TOST
-46.9%
+107.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.5% | -2.2% | +1.2% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +8.9% | +16.2% | -7.3% | +8.6% |
| 3M | +5.6% | -1.5% | +7.1% | +5.6% |
| 6M | +7.0% | +55.3% | -48.3% | +5.9% |
| YTD | +14.0% | -2.3% | +16.4% | +14.0% |
| 1Y | +9.1% | -5.5% | +14.6% | +9.1% |
| 3Y | +67.6% | +151.1% | -83.5% | +60.8% |
| 5Y | +56.6% | -27.9% | +84.5% | +51.7% |
| All | +60.3% | -46.9% | +107.1% | +56.9% |
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