-45.7%
TOST vs DLR
+40.7%
-86.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | +1.6% | -5.0% | -4.3% |
| 30D | -2.4% | -3.4% | +0.9% | -0.7% |
| 3M | +34.6% | +0.5% | +34.1% | +32.3% |
| 6M | +15.2% | +4.6% | +10.6% | +9.4% |
| YTD | -4.4% | +23.4% | -27.8% | -19.5% |
| 1Y | -17.4% | +19.0% | -36.4% | -29.4% |
| 3Y | +54.5% | +56.5% | -2.1% | +3.1% |
| All | -45.7% | +40.7% | -86.3% | -56.8% |
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