-44.5%
TOST vs DRI
+82.0%
-126.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.7% |
| 7D | +9.4% | +2.8% | +6.6% | +7.4% |
| 30D | +13.5% | +13.3% | +0.2% | +4.2% |
| 3M | -0.1% | +8.2% | -8.3% | -6.0% |
| 6M | +22.5% | +17.5% | +4.9% | +7.8% |
| YTD | -2.4% | +26.9% | -29.3% | -20.7% |
| 1Y | -4.7% | +31.6% | -36.3% | -25.1% |
| 3Y | +103.2% | +67.0% | +36.3% | +21.4% |
| 5Y | -41.2% | +72.9% | -114.1% | -69.5% |
| All | -44.5% | +82.0% | -126.5% | -71.0% |
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