-27.7%
TOST vs DINO
+250.9%
-278.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.4% | +3.5% |
| 7D | 0.0% | +5.7% | -5.7% | -1.4% |
| 30D | +16.2% | -19.6% | +35.7% | +22.4% |
| 3M | -1.5% | +11.8% | -13.3% | -6.1% |
| 6M | +55.3% | +49.0% | +6.3% | +35.2% |
| YTD | -2.3% | +128.1% | -130.5% | -27.4% |
| 1Y | -5.5% | +96.3% | -101.8% | -26.2% |
| 3Y | +151.1% | +113.8% | +37.3% | +82.2% |
| All | -27.7% | +250.9% | -278.7% | -56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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