+106.1%
TOST vs DRI
+68.1%
+38.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | +11.6% | +3.7% | +7.9% | +10.0% |
| 30D | +16.2% | +13.5% | +2.7% | +10.6% |
| 3M | +1.0% | +10.4% | -9.3% | -3.1% |
| 6M | +23.2% | +19.5% | +3.7% | +14.0% |
| YTD | -1.0% | +28.2% | -29.2% | -12.5% |
| 1Y | -9.9% | +31.0% | -40.9% | -21.3% |
| All | +106.1% | +68.1% | +38.0% | +38.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling