-43.8%
TOST vs DOC
-22.7%
-21.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.4% |
| 7D | +11.6% | +6.2% | +5.4% | +7.6% |
| 30D | +16.2% | +6.5% | +9.8% | +11.8% |
| 3M | +1.0% | -6.2% | +7.3% | +4.9% |
| 6M | +23.2% | +25.6% | -2.4% | +4.4% |
| YTD | -1.0% | +32.1% | -33.1% | -19.6% |
| 1Y | -9.9% | +20.3% | -30.2% | -21.9% |
| 3Y | +101.0% | +42.7% | +58.3% | +46.8% |
| 5Y | -40.4% | -22.2% | -18.3% | -23.9% |
| All | -43.8% | -22.7% | -21.0% | -29.0% |
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