+986.5%
BE vs TOST
-47.7%
+1,034.2%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.2% | +14.2% | +13.5% |
| 7D | +4.5% | -3.6% | +8.1% | +6.2% |
| 30D | -20.1% | +8.9% | -29.0% | -23.7% |
| 3M | -0.8% | -2.2% | +1.4% | -1.2% |
| 6M | -26.2% | +41.0% | -67.2% | -39.3% |
| YTD | +141.1% | -4.0% | +145.0% | +127.3% |
| 1Y | +64.8% | -9.6% | +74.4% | +60.5% |
| 3Y | +1,887.4% | +141.7% | +1,745.7% | +1,032.6% |
| 5Y | +518.1% | -29.5% | +547.6% | +426.7% |
| All | +986.5% | -47.7% | +1,034.2% | +837.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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