-45.7%
TOST vs DINO
+308.4%
-354.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | -3.4% | +5.7% | -9.1% | -5.0% |
| 30D | -2.4% | +27.8% | -30.3% | -9.4% |
| 3M | +34.6% | +45.6% | -11.0% | +19.5% |
| 6M | +15.2% | +88.5% | -73.3% | -6.7% |
| YTD | -4.4% | +134.1% | -138.5% | -28.8% |
| 1Y | -17.4% | +111.1% | -128.5% | -36.5% |
| 3Y | +54.5% | +109.1% | -54.6% | +14.2% |
| All | -45.7% | +308.4% | -354.1% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling