-44.8%
TOST vs DBX
+6.4%
-51.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.2% | -0.4% |
| 7D | +3.0% | -7.3% | +10.3% | +7.6% |
| 30D | +10.3% | -5.7% | +16.0% | +14.0% |
| 3M | -3.3% | -6.3% | +3.1% | -0.7% |
| 6M | +37.8% | +12.1% | +25.7% | +25.5% |
| YTD | -2.8% | +16.5% | -19.3% | -15.4% |
| 1Y | -9.6% | +6.1% | -15.6% | -16.5% |
| 3Y | +144.6% | +21.8% | +122.9% | +71.5% |
| 5Y | -31.0% | +19.1% | -50.1% | -51.8% |
| All | -44.8% | +6.4% | -51.1% | -59.0% |
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