-43.8%
TOST vs DT
-38.0%
-5.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | +3.9% |
| 7D | +11.6% | -28.3% | +40.0% | +37.4% |
| 30D | +16.2% | -28.4% | +44.7% | +42.8% |
| 3M | +1.0% | -14.1% | +15.1% | +7.8% |
| 6M | +23.2% | +13.2% | +10.0% | +5.4% |
| YTD | -1.0% | +0.8% | -1.8% | -8.4% |
| 1Y | -9.9% | -7.8% | -2.1% | -11.2% |
| 3Y | +101.0% | -8.3% | +109.3% | +85.5% |
| 5Y | -40.4% | -42.7% | +2.3% | -30.0% |
| All | -43.8% | -38.0% | -5.7% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling