+38.8%
BMY vs TOST
-7.4%
+46.2%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +1.8% | +3.0% | -1.2% | +1.5% |
| 30D | +6.2% | +10.3% | -4.0% | +5.4% |
| 3M | -2.1% | -3.3% | +1.1% | -2.2% |
| 6M | +14.3% | +37.8% | -23.5% | +12.3% |
| YTD | +21.6% | -2.8% | +24.4% | +25.8% |
| 1Y | +38.8% | -9.6% | +48.4% | +47.8% |
| All | +38.8% | -7.4% | +46.2% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling