-44.4%
TOST vs DRI
+84.7%
-129.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.8% |
| 7D | +4.0% | +3.1% | +0.9% | +1.9% |
| 30D | +11.1% | +16.2% | -5.2% | +0.1% |
| 3M | +0.8% | +8.4% | -7.5% | -5.2% |
| 6M | +38.8% | +19.0% | +19.8% | +21.2% |
| YTD | -2.1% | +28.8% | -30.9% | -21.3% |
| 1Y | -6.0% | +33.1% | -39.2% | -26.7% |
| 3Y | +149.8% | +70.8% | +79.0% | +46.4% |
| 5Y | -42.8% | +74.2% | -117.0% | -70.7% |
| All | -44.4% | +84.7% | -129.1% | -71.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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