-12.4%
BX vs TOST
-10.2%
-2.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -2.8% | -3.6% | +0.8% | -1.7% |
| 30D | +7.3% | +8.9% | -1.6% | +4.6% |
| 3M | -16.3% | -2.2% | -14.1% | -16.1% |
| 6M | +2.5% | +41.0% | -38.5% | -7.8% |
| YTD | -17.6% | -4.0% | -13.6% | -19.3% |
| 1Y | -12.4% | -9.6% | -2.8% | -11.7% |
| All | -12.4% | -10.2% | -2.1% | -11.7% |
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