-44.5%
TOST vs DBX
+13.8%
-58.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.8% |
| YTD | -2.4% | +24.7% | -27.0% | -18.3% |
| 1Y | -4.7% | +20.9% | -25.6% | -19.3% |
| 3Y | +103.2% | +34.5% | +68.7% | +31.8% |
| 5Y | -41.2% | +24.6% | -65.9% | -59.3% |
| All | -44.5% | +13.8% | -58.3% | -60.4% |
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