-30.1%
TOST vs DT
-37.6%
+7.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.7% |
| 7D | -4.7% | +2.7% | -7.4% | -6.5% |
| 30D | +8.5% | -30.4% | +38.9% | +36.5% |
| 3M | -1.6% | -9.4% | +7.8% | +1.2% |
| 6M | +44.1% | +14.5% | +29.6% | +22.0% |
| YTD | -5.6% | +3.6% | -9.2% | -14.5% |
| 1Y | -12.6% | -3.4% | -9.1% | -16.8% |
| 3Y | +137.6% | -11.1% | +148.7% | +126.1% |
| All | -30.1% | -37.6% | +7.5% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling