-18.3%
TOST vs DBX
+13.3%
-31.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.1% |
| 7D | -0.9% | -1.3% | +0.4% | -0.5% |
| 30D | -3.5% | -2.9% | -0.6% | -2.8% |
| 3M | +38.1% | +23.8% | +14.3% | +29.8% |
| 6M | +9.9% | +26.2% | -16.3% | +4.4% |
| YTD | -6.3% | +21.6% | -27.9% | -11.0% |
| 1Y | -18.3% | +11.4% | -29.7% | -21.7% |
| All | -18.3% | +13.3% | -31.6% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling