-45.7%
TOST vs D
+9.5%
-55.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.4% |
| 7D | -3.4% | +0.4% | -3.9% | -3.5% |
| 30D | -2.4% | -3.6% | +1.1% | -1.6% |
| 3M | +34.6% | -1.0% | +35.6% | +34.7% |
| 6M | +15.2% | +6.3% | +8.9% | +12.5% |
| YTD | -4.4% | +14.7% | -19.1% | -9.0% |
| 1Y | -17.4% | +16.9% | -34.4% | -22.2% |
| 3Y | +54.5% | +56.8% | -2.3% | +27.6% |
| All | -45.7% | +9.5% | -55.2% | -50.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling