-46.4%
TOST vs DGX
+85.3%
-131.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -4.7% | +1.9% | -6.6% | -5.3% |
| 30D | +8.5% | +12.7% | -4.2% | +3.9% |
| 3M | -1.6% | +9.6% | -11.2% | -5.0% |
| 6M | +44.1% | +37.6% | +6.5% | +27.4% |
| YTD | -5.6% | +52.1% | -57.7% | -20.5% |
| 1Y | -12.6% | +41.3% | -53.9% | -24.1% |
| 3Y | +137.6% | +106.9% | +30.7% | +69.0% |
| 5Y | -30.4% | +90.7% | -121.0% | -49.3% |
| All | -46.4% | +85.3% | -131.7% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling