+4.4%
DUK vs TOST
-18.7%
+23.2%
-10.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.8% | +0.8% |
| 7D | +0.7% | -0.9% | +1.6% | +0.7% |
| 30D | -2.0% | -3.5% | +1.4% | -2.2% |
| 3M | +0.2% | +38.1% | -37.9% | +1.5% |
| 6M | -6.9% | +9.9% | -16.8% | -6.5% |
| YTD | +6.1% | -6.3% | +12.4% | +6.2% |
| 1Y | +4.4% | -18.3% | +22.7% | +5.0% |
| All | +4.4% | -18.7% | +23.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling