-44.5%
TOST vs DT
-36.5%
-8.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | 0.0% | +3.1% | -3.1% | -2.1% |
| 30D | +16.2% | -29.5% | +45.7% | +44.5% |
| 3M | -1.5% | -11.7% | +10.2% | +3.1% |
| 6M | +55.3% | +29.0% | +26.3% | +21.5% |
| YTD | -2.3% | +3.4% | -5.7% | -11.2% |
| 1Y | -5.5% | -4.2% | -1.3% | -9.4% |
| 3Y | +151.1% | -12.8% | +164.0% | +143.8% |
| 5Y | -27.9% | -39.6% | +11.6% | -18.2% |
| All | -44.5% | -36.5% | -8.0% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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