-44.5%
TOST vs DAR
-32.1%
-12.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +9.4% | -9.9% | +19.4% | +13.7% |
| 30D | +13.5% | -16.4% | +29.9% | +20.8% |
| 3M | -0.1% | -17.1% | +16.9% | +5.9% |
| 6M | +22.5% | -20.5% | +42.9% | +31.0% |
| YTD | -2.4% | +39.4% | -41.8% | -20.0% |
| 1Y | -4.7% | +57.2% | -61.9% | -26.6% |
| 3Y | +103.2% | +13.9% | +89.4% | +71.5% |
| 5Y | -41.2% | -40.8% | -0.4% | -36.8% |
| All | -44.5% | -32.1% | -12.4% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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