-17.4%
BSX vs TOST
+146.3%
-163.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.1% | -0.1% |
| 7D | +3.7% | 0.0% | +3.7% | +3.7% |
| 30D | +3.1% | +16.2% | -13.1% | +1.3% |
| 3M | -14.2% | -1.5% | -12.7% | -14.2% |
| 6M | -16.4% | +55.3% | -71.7% | -20.7% |
| YTD | -53.5% | -2.3% | -51.2% | -53.5% |
| 1Y | -57.8% | -5.5% | -52.2% | -57.6% |
| 3Y | -17.4% | +151.1% | -168.6% | -18.4% |
| All | -17.4% | +146.3% | -163.8% | -18.4% |
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