+28.1%
BMY vs TOST
-46.7%
+74.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | -1.4% | +4.0% | -5.4% | -1.5% |
| 30D | +5.1% | +11.1% | -5.9% | +4.7% |
| 3M | -3.0% | +0.8% | -3.8% | -3.1% |
| 6M | +13.1% | +38.8% | -25.7% | +11.9% |
| YTD | +20.3% | -2.1% | +22.4% | +20.1% |
| 1Y | +39.0% | -6.0% | +45.0% | +38.9% |
| 3Y | +42.0% | +149.8% | -107.8% | +37.4% |
| 5Y | +28.5% | -42.8% | +71.3% | +26.3% |
| All | +28.1% | -46.7% | +74.8% | +26.0% |
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