-40.4%
TOST vs D
+14.9%
-55.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +11.6% | +6.9% | +4.7% | +9.8% |
| 30D | +16.2% | +12.3% | +3.9% | +12.9% |
| 3M | +1.0% | +3.0% | -2.0% | +0.2% |
| 6M | +23.2% | +12.8% | +10.4% | +18.8% |
| YTD | -1.0% | +22.6% | -23.5% | -7.4% |
| 1Y | -9.9% | +21.7% | -31.5% | -15.7% |
| 3Y | +101.0% | +83.9% | +17.1% | +58.2% |
| 5Y | -40.4% | +14.0% | -54.4% | -45.7% |
| All | -40.4% | +14.9% | -55.3% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling