+103.2%
TOST vs DD
+78.0%
+25.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | +9.4% | +4.6% | +4.8% | +7.3% |
| 30D | +13.5% | +11.8% | +1.7% | +8.4% |
| 3M | -0.1% | +2.2% | -2.3% | -1.4% |
| 6M | +22.5% | -1.6% | +24.1% | +21.9% |
| YTD | -2.4% | +23.0% | -25.4% | -14.9% |
| 1Y | -4.7% | +26.9% | -31.6% | -18.3% |
| 3Y | +103.2% | +77.9% | +25.3% | +25.0% |
| All | +103.2% | +78.0% | +25.3% | +25.0% |
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 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