+46.5%
BKNG vs TOST
+51.5%
-5.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.9% | -4.8% | -6.2% |
| 7D | -7.9% | -0.9% | -7.0% | -7.6% |
| 30D | -15.9% | -3.5% | -12.5% | -15.2% |
| 3M | +11.1% | +38.1% | -27.0% | +2.9% |
| 6M | -0.7% | +9.9% | -10.6% | -3.7% |
| YTD | -15.4% | -6.3% | -9.2% | -15.6% |
| 1Y | -18.5% | -18.3% | -0.2% | -16.8% |
| 3Y | +46.5% | +59.7% | -13.3% | +37.7% |
| All | +46.5% | +51.5% | -5.0% | +37.7% |
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