-45.7%
TOST vs DBX
+14.3%
-60.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.6% |
| 7D | -3.4% | -2.4% | -1.0% | -2.0% |
| 30D | -2.4% | -0.5% | -2.0% | -2.5% |
| 3M | +34.6% | +28.1% | +6.6% | +14.5% |
| 6M | +15.2% | +33.1% | -17.9% | -7.5% |
| YTD | -4.4% | +25.3% | -29.7% | -19.6% |
| 1Y | -17.4% | +18.3% | -35.8% | -28.8% |
| 3Y | +54.5% | +25.0% | +29.4% | +10.1% |
| All | -45.7% | +14.3% | -60.0% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling