+58.6%
DUK vs TOST
-47.1%
+105.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | +1.9% | +3.0% | -1.0% | +1.9% |
| 30D | +10.5% | +10.3% | +0.3% | +10.3% |
| 3M | +7.3% | -3.3% | +10.6% | +7.4% |
| 6M | +5.7% | +37.8% | -32.1% | +4.9% |
| YTD | +12.9% | -2.8% | +15.7% | +12.8% |
| 1Y | +8.6% | -9.6% | +18.2% | +8.7% |
| 3Y | +63.5% | +144.6% | -81.1% | +57.1% |
| 5Y | +52.4% | -31.0% | +83.3% | +47.7% |
| All | +58.6% | -47.1% | +105.8% | +55.3% |
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