-44.5%
TOST vs DLR
+35.3%
-79.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.5% |
| 7D | 0.0% | +3.3% | -3.3% | -2.0% |
| 30D | +16.2% | +4.6% | +11.6% | +12.6% |
| 3M | -1.5% | -8.3% | +6.7% | +2.5% |
| 6M | +55.3% | -5.6% | +60.9% | +56.7% |
| YTD | -2.3% | +18.7% | -21.1% | -16.6% |
| 1Y | -5.5% | +17.1% | -22.6% | -18.7% |
| 3Y | +151.1% | +54.4% | +96.8% | +66.6% |
| 5Y | -27.9% | +36.5% | -64.4% | -43.4% |
| All | -44.5% | +35.3% | -79.8% | -55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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