-44.5%
TOST vs DLR
+31.0%
-75.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.2% |
| 7D | +9.4% | -3.6% | +13.0% | +11.5% |
| 30D | +13.5% | -3.5% | +17.0% | +15.4% |
| 3M | -0.1% | -8.9% | +8.8% | +4.3% |
| 6M | +22.5% | -11.6% | +34.0% | +28.6% |
| YTD | -2.4% | +14.9% | -17.3% | -14.9% |
| 1Y | -4.7% | +6.4% | -11.1% | -12.6% |
| 3Y | +103.2% | +47.3% | +56.0% | +39.2% |
| 5Y | -41.2% | +32.8% | -74.0% | -52.8% |
| All | -44.5% | +31.0% | -75.5% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling