+861.7%
BE vs TOST
-47.1%
+908.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.6% | -4.0% |
| 7D | -13.4% | +3.0% | -16.3% | -14.6% |
| 30D | -33.9% | +10.3% | -44.1% | -37.1% |
| 3M | -12.0% | -3.3% | -8.7% | -11.8% |
| 6M | -29.0% | +37.8% | -66.8% | -41.0% |
| YTD | +113.4% | -2.8% | +116.2% | +100.2% |
| 1Y | +33.2% | -9.6% | +42.8% | +30.0% |
| 3Y | +1,659.2% | +144.6% | +1,514.6% | +897.8% |
| 5Y | +461.4% | -31.0% | +492.3% | +383.3% |
| All | +861.7% | -47.1% | +908.8% | +726.1% |
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