+1,574.6%
BE vs TOST
+55.9%
+1,518.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +20.0% | -3.4% | +23.4% | +21.4% |
| 30D | +7.9% | -2.4% | +10.4% | +8.4% |
| 3M | -13.2% | +34.6% | -47.8% | -23.4% |
| 6M | +53.5% | +15.2% | +38.3% | +40.3% |
| YTD | +191.0% | -4.4% | +195.4% | +184.3% |
| 1Y | +360.5% | -17.4% | +377.9% | +383.5% |
| All | +1,574.6% | +55.9% | +1,518.7% | +1,241.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling