+17.1%
BX vs TOST
-47.1%
+64.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +3.7% | +3.0% | +0.7% | +2.7% |
| 30D | +8.2% | +10.3% | -2.0% | +4.7% |
| 3M | -12.7% | -3.3% | -9.4% | -11.9% |
| 6M | +1.0% | +37.8% | -36.8% | -10.4% |
| YTD | -17.2% | -2.8% | -14.4% | -18.3% |
| 1Y | -11.6% | -9.6% | -2.0% | -10.6% |
| 3Y | +36.8% | +144.6% | -107.9% | -5.1% |
| 5Y | +4.8% | -31.0% | +35.8% | -11.1% |
| All | +17.1% | -47.1% | +64.2% | +4.2% |
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