-44.5%
TOST vs DG
-33.6%
-11.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.1% | +1.7% | -0.7% |
| 7D | +9.4% | +1.1% | +8.3% | +9.2% |
| 30D | +13.5% | +9.5% | +4.0% | +11.4% |
| 3M | -0.1% | +5.5% | -5.6% | -1.4% |
| 6M | +22.5% | +16.1% | +6.4% | +18.7% |
| YTD | -2.4% | +2.7% | -5.0% | -3.7% |
| 1Y | -4.7% | +42.1% | -46.8% | -10.9% |
| 3Y | +103.2% | +19.3% | +84.0% | +90.7% |
| 5Y | -41.2% | -35.3% | -5.9% | -32.4% |
| All | -44.5% | -33.6% | -11.0% | -37.5% |
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