-45.7%
TOST vs DAR
-11.9%
-33.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +0.9% | +0.4% |
| 7D | -3.4% | +1.4% | -4.8% | -4.0% |
| 30D | -2.4% | +12.8% | -15.2% | -7.5% |
| 3M | +34.6% | +7.4% | +27.3% | +29.3% |
| 6M | +15.2% | +22.3% | -7.1% | +3.5% |
| YTD | -4.4% | +81.1% | -85.5% | -28.6% |
| 1Y | -17.4% | +106.5% | -123.9% | -42.8% |
| 3Y | +54.5% | +5.3% | +49.2% | +46.2% |
| All | -45.7% | -11.9% | -33.8% | -50.6% |
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