-8.9%
TOST vs DT
-7.6%
-1.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.2% |
| 7D | +4.0% | -20.2% | +24.3% | +13.4% |
| 30D | +11.1% | -30.8% | +41.8% | +29.3% |
| 3M | +0.8% | -10.2% | +11.1% | +1.6% |
| 6M | +38.8% | +8.0% | +30.8% | +24.5% |
| YTD | -2.1% | +1.5% | -3.5% | -13.4% |
| All | -8.9% | -7.6% | -1.3% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling