-40.6%
TOST vs DBX
+23.7%
-64.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | +0.5% |
| 7D | +9.4% | -4.4% | +13.8% | +12.4% |
| 30D | +13.5% | +4.8% | +8.7% | +10.2% |
| 3M | -0.1% | +0.3% | -0.5% | -1.5% |
| 6M | +22.5% | +40.4% | -17.9% | -6.3% |
| YTD | -2.4% | +24.7% | -27.0% | -18.5% |
| 1Y | -4.7% | +20.9% | -25.6% | -19.5% |
| 3Y | +103.2% | +34.5% | +68.7% | +29.1% |
| All | -40.6% | +23.7% | -64.3% | -49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling