-40.6%
TOST vs DD
+58.5%
-99.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -2.0% |
| 7D | +9.4% | +4.6% | +4.8% | +6.0% |
| 30D | +13.5% | +11.8% | +1.7% | +5.6% |
| 3M | -0.1% | +2.2% | -2.3% | -2.2% |
| 6M | +22.5% | -1.6% | +24.1% | +21.1% |
| YTD | -2.4% | +23.0% | -25.4% | -19.7% |
| 1Y | -4.7% | +26.9% | -31.6% | -23.4% |
| 3Y | +103.2% | +77.9% | +25.3% | +18.1% |
| All | -40.6% | +58.5% | -99.0% | -62.2% |
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