-45.4%
TOST vs DBX
+8.9%
-54.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.6% | -2.6% |
| 7D | -3.6% | -8.1% | +4.6% | +1.2% |
| 30D | +8.9% | -4.9% | +13.8% | +11.9% |
| 3M | -2.2% | -2.7% | +0.5% | -2.0% |
| 6M | +41.0% | +25.2% | +15.8% | +20.0% |
| YTD | -4.0% | +19.3% | -23.3% | -17.6% |
| 1Y | -9.6% | +6.6% | -16.2% | -16.6% |
| 3Y | +141.7% | +24.6% | +117.1% | +67.0% |
| 5Y | -29.5% | +23.5% | -53.0% | -51.9% |
| All | -45.4% | +8.9% | -54.3% | -60.1% |
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 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