-45.7%
TOST vs DOC
-21.5%
-24.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.2% |
| 7D | -3.4% | -1.5% | -1.9% | -2.5% |
| 30D | -2.4% | -4.8% | +2.3% | +0.4% |
| 3M | +34.6% | +6.9% | +27.7% | +29.0% |
| 6M | +15.2% | +20.7% | -5.5% | +0.2% |
| YTD | -4.4% | +34.1% | -38.5% | -23.0% |
| 1Y | -17.4% | +22.6% | -40.1% | -29.3% |
| 3Y | +54.5% | +20.8% | +33.6% | +30.7% |
| All | -45.7% | -21.5% | -24.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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