+532.2%
BE vs TOST
-27.7%
+559.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +3.5% | -8.4% | -6.4% |
| 7D | +10.8% | 0.0% | +10.8% | +10.7% |
| 30D | -19.8% | +16.2% | -36.0% | -25.7% |
| 3M | -18.7% | -1.5% | -17.2% | -19.2% |
| 6M | -33.7% | +55.3% | -89.0% | -47.9% |
| YTD | +121.0% | -2.3% | +123.3% | +106.6% |
| 1Y | +85.4% | -5.5% | +90.9% | +75.9% |
| 3Y | +1,709.5% | +151.1% | +1,558.4% | +905.5% |
| All | +532.2% | -27.7% | +559.9% | +392.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling