-45.4%
TOST vs DT
-37.3%
-8.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -2.4% |
| 7D | -3.6% | -5.4% | +1.8% | -0.1% |
| 30D | +8.9% | -32.2% | +41.1% | +39.1% |
| 3M | -2.2% | -10.9% | +8.7% | +1.7% |
| 6M | +41.0% | +10.0% | +31.0% | +23.4% |
| YTD | -4.0% | +2.1% | -6.0% | -11.9% |
| 1Y | -9.6% | -5.5% | -4.1% | -12.5% |
| 3Y | +141.7% | -12.4% | +154.1% | +133.1% |
| 5Y | -29.5% | -39.7% | +10.2% | -19.6% |
| All | -45.4% | -37.3% | -8.2% | -40.2% |
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