+144.6%
TOST vs DD
+94.8%
+49.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.1% |
| 7D | +3.0% | +2.2% | +0.7% | +2.0% |
| 30D | +10.3% | +20.7% | -10.4% | +2.3% |
| 3M | -3.3% | +11.3% | -14.6% | -7.6% |
| 6M | +37.8% | +6.0% | +31.8% | +33.6% |
| YTD | -2.8% | +31.7% | -34.5% | -17.4% |
| 1Y | -9.6% | +32.2% | -41.8% | -23.3% |
| 3Y | +144.6% | +92.7% | +52.0% | +42.6% |
| All | +144.6% | +94.8% | +49.9% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling