-29.5%
TOST vs DD
+70.3%
-99.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.7% |
| 7D | -3.6% | +3.2% | -6.8% | -5.6% |
| 30D | +8.9% | +20.3% | -11.4% | -3.0% |
| 3M | -2.2% | +8.2% | -10.4% | -7.5% |
| 6M | +41.0% | +3.4% | +37.6% | +36.0% |
| YTD | -4.0% | +30.6% | -34.6% | -23.8% |
| 1Y | -9.6% | +30.6% | -40.2% | -28.2% |
| 3Y | +141.7% | +91.1% | +50.6% | +34.7% |
| 5Y | -29.5% | +68.6% | -98.1% | -56.1% |
| All | -29.5% | +70.3% | -99.8% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling