+151.1%
TOST vs DBX
+26.6%
+124.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | 0.0% | -3.3% | +3.3% | +0.7% |
| 30D | +16.2% | -5.9% | +22.0% | +17.8% |
| 3M | -1.5% | -6.7% | +5.1% | -0.2% |
| 6M | +55.3% | +28.0% | +27.3% | +46.5% |
| YTD | -2.3% | +20.6% | -22.9% | -7.1% |
| 1Y | -5.5% | +10.3% | -15.8% | -8.6% |
| 3Y | +151.1% | +24.0% | +127.1% | +107.1% |
| All | +151.1% | +26.6% | +124.5% | +107.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling