+905.6%
BE vs TOST
-46.7%
+952.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.3% | +11.6% | +11.8% |
| 7D | -1.2% | +4.0% | -5.2% | -3.1% |
| 30D | -30.9% | +11.1% | -41.9% | -34.5% |
| 3M | -11.6% | +0.8% | -12.4% | -13.2% |
| 6M | -25.7% | +38.8% | -64.5% | -38.5% |
| YTD | +123.1% | -2.1% | +125.2% | +108.7% |
| 1Y | +43.4% | -6.0% | +49.4% | +37.2% |
| 3Y | +1,683.6% | +149.8% | +1,533.8% | +901.2% |
| 5Y | +465.4% | -42.8% | +508.2% | +427.3% |
| All | +905.6% | -46.7% | +952.3% | +760.9% |
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