-28.6%
TOST vs DLR
+39.2%
-67.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.2% | -1.0% |
| 7D | +3.0% | +0.3% | +2.6% | +2.6% |
| 30D | +10.3% | +1.2% | +9.1% | +9.1% |
| 3M | -3.3% | -4.8% | +1.5% | -1.5% |
| 6M | +37.8% | -6.1% | +43.9% | +39.7% |
| YTD | -2.8% | +19.3% | -22.1% | -16.9% |
| 1Y | -9.6% | +10.0% | -19.5% | -18.4% |
| 3Y | +144.6% | +53.8% | +90.9% | +64.7% |
| All | -28.6% | +39.2% | -67.8% | -50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling