+1,211.6%
BE vs TOST
-48.0%
+1,259.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.1% | +7.3% | +7.3% |
| 7D | +20.0% | -3.4% | +23.4% | +21.8% |
| 30D | +7.9% | -2.4% | +10.4% | +8.5% |
| 3M | -13.2% | +34.6% | -47.8% | -25.6% |
| 6M | +53.5% | +15.2% | +38.3% | +36.8% |
| YTD | +191.0% | -4.4% | +195.4% | +177.5% |
| 1Y | +360.5% | -17.4% | +377.9% | +370.3% |
| 3Y | +1,568.0% | +54.5% | +1,513.5% | +1,093.1% |
| All | +1,211.6% | -48.0% | +1,259.5% | +1,044.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling