-48.9%
TOST vs DGX
+64.4%
-113.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -0.9% |
| 7D | -5.9% | -3.5% | -2.4% | -4.6% |
| 30D | -8.4% | -2.7% | -5.8% | -7.5% |
| 3M | +31.4% | +13.9% | +17.6% | +25.0% |
| 6M | +10.5% | +16.0% | -5.5% | +4.3% |
| YTD | -10.1% | +34.9% | -45.0% | -20.7% |
| 1Y | -19.9% | +30.6% | -50.5% | -28.7% |
| 3Y | +53.3% | +93.0% | -39.7% | +10.8% |
| All | -48.9% | +64.4% | -113.3% | -58.5% |
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