-44.5%
TOST vs DD
+88.1%
-132.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.1% |
| 7D | +9.4% | +4.6% | +4.8% | +5.9% |
| 30D | +13.5% | +11.8% | +1.7% | +5.4% |
| 3M | -0.1% | +2.2% | -2.3% | -2.3% |
| 6M | +22.5% | -1.6% | +24.1% | +21.0% |
| YTD | -2.4% | +23.0% | -25.4% | -20.1% |
| 1Y | -4.7% | +26.9% | -31.6% | -23.8% |
| 3Y | +103.2% | +77.9% | +25.3% | +16.8% |
| 5Y | -41.2% | +59.9% | -101.1% | -62.1% |
| All | -44.5% | +88.1% | -132.7% | -71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling