+798.5%
BE vs TOST
-46.9%
+845.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.0% | -11.6% | -12.7% |
| 7D | -14.7% | +9.4% | -24.2% | -18.3% |
| 30D | -40.5% | +13.5% | -54.0% | -44.1% |
| 3M | -24.3% | -0.1% | -24.2% | -25.3% |
| 6M | -39.3% | +22.5% | -61.8% | -47.2% |
| YTD | +99.4% | -2.4% | +101.7% | +86.9% |
| 1Y | +26.6% | -4.7% | +31.3% | +20.3% |
| 3Y | +1,616.9% | +103.2% | +1,513.7% | +957.8% |
| 5Y | +441.4% | -41.2% | +482.6% | +397.2% |
| All | +798.5% | -46.9% | +845.4% | +670.9% |
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