-45.7%
TOST vs DG
-34.2%
-11.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.2% |
| 7D | -3.4% | +8.4% | -11.8% | -5.0% |
| 30D | -2.4% | +4.9% | -7.4% | -3.5% |
| 3M | +34.6% | +29.3% | +5.3% | +28.0% |
| 6M | +15.2% | -11.3% | +26.5% | +16.7% |
| YTD | -4.4% | +1.8% | -6.1% | -5.4% |
| 1Y | -17.4% | +25.3% | -42.8% | -21.2% |
| 3Y | +54.5% | +9.1% | +45.4% | +49.3% |
| All | -45.7% | -34.2% | -11.5% | -38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 all: compounded portfolio wealth divided by compounded DG 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…
all analysis · Full analysis span regression · 6 months rolling