-43.4%
TOST vs D
+17.2%
-60.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.4% | +1.0% | +4.4% |
| 7D | +10.7% | +8.5% | +2.2% | +8.5% |
| 30D | +17.7% | +14.3% | +3.4% | +13.9% |
| 3M | +4.6% | +1.8% | +2.8% | +4.0% |
| 6M | +20.3% | +13.0% | +7.2% | +16.0% |
| YTD | -0.4% | +22.7% | -23.1% | -6.8% |
| 1Y | -0.8% | +22.6% | -23.4% | -7.3% |
| 3Y | +102.2% | +84.2% | +18.0% | +59.5% |
| 5Y | -41.3% | +15.8% | -57.1% | -46.9% |
| All | -43.4% | +17.2% | -60.6% | -49.3% |
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