-45.7%
TOST vs DRI
+73.0%
-118.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | -3.4% | +0.6% | -4.0% | -3.8% |
| 30D | -2.4% | +3.8% | -6.3% | -5.4% |
| 3M | +34.6% | +13.0% | +21.6% | +22.2% |
| 6M | +15.2% | +8.3% | +6.9% | +7.0% |
| YTD | -4.4% | +20.6% | -25.0% | -19.5% |
| 1Y | -17.4% | +6.5% | -23.9% | -23.8% |
| 3Y | +54.5% | +53.7% | +0.7% | -1.0% |
| All | -45.7% | +73.0% | -118.7% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling