+1.5%
BSX vs TOST
-49.0%
+50.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.9% | -4.0% | -5.7% |
| 7D | -6.4% | -0.9% | -5.6% | -6.3% |
| 30D | -8.8% | -3.5% | -5.3% | -8.5% |
| 3M | -7.6% | +38.1% | -45.8% | -10.8% |
| 6M | -37.0% | +9.9% | -46.9% | -37.8% |
| YTD | -52.8% | -6.3% | -46.6% | -52.8% |
| 1Y | -58.4% | -18.3% | -40.1% | -57.8% |
| 3Y | -16.5% | +59.7% | -76.2% | -22.4% |
| All | +1.5% | -49.0% | +50.5% | -0.9% |
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