-44.5%
TOST vs D
+15.2%
-59.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.0% |
| 7D | +9.4% | +3.0% | +6.5% | +8.7% |
| 30D | +13.5% | +11.5% | +2.0% | +10.5% |
| 3M | -0.1% | +3.7% | -3.9% | -1.1% |
| 6M | +22.5% | +13.5% | +8.9% | +17.9% |
| YTD | -2.4% | +20.7% | -23.1% | -8.3% |
| 1Y | -4.7% | +18.2% | -22.9% | -10.0% |
| 3Y | +103.2% | +73.3% | +29.9% | +63.7% |
| 5Y | -41.2% | +12.3% | -53.5% | -46.4% |
| All | -44.5% | +15.2% | -59.8% | -50.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling