-46.7%
TOST vs DBX
+11.0%
-57.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.1% |
| 7D | -0.9% | -1.3% | +0.4% | -0.2% |
| 30D | -3.5% | -2.9% | -0.6% | -2.1% |
| 3M | +38.1% | +23.8% | +14.3% | +19.9% |
| 6M | +9.9% | +26.2% | -16.3% | -8.6% |
| YTD | -6.3% | +21.6% | -27.9% | -19.7% |
| 1Y | -18.3% | +11.4% | -29.7% | -26.6% |
| 3Y | +59.7% | +21.3% | +38.5% | +16.1% |
| All | -46.7% | +11.0% | -57.7% | -61.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 10y: compounded portfolio wealth divided by compounded DBX 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…
10y analysis · Full analysis span regression · 6 months rolling