-4.7%
TOST vs DT
-8.7%
+4.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +9.4% | -24.7% | +34.1% | +22.3% |
| 30D | +13.5% | -27.4% | +40.9% | +28.7% |
| 3M | -0.1% | -11.1% | +11.0% | +1.0% |
| 6M | +22.5% | +13.7% | +8.8% | +5.8% |
| YTD | -2.4% | +0.2% | -2.6% | -13.1% |
| 1Y | -4.7% | -5.7% | +1.0% | -14.4% |
| All | -4.7% | -8.7% | +4.0% | -14.4% |
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