-45.7%
TOST vs D
+10.6%
-56.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.4% | +1.5% | -4.9% | -3.8% |
| 30D | -2.4% | -2.6% | +0.1% | -1.9% |
| 3M | +34.6% | 0.0% | +34.6% | +34.4% |
| 6M | +15.2% | +7.4% | +7.8% | +12.3% |
| YTD | -4.4% | +15.9% | -20.3% | -9.2% |
| 1Y | -17.4% | +18.1% | -35.5% | -22.4% |
| 3Y | +54.5% | +58.4% | -3.9% | +27.3% |
| All | -45.7% | +10.6% | -56.3% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling