+28.9%
BX vs TOST
-48.0%
+76.8%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -4.4% | -3.4% | -1.0% | -3.3% |
| 30D | +0.1% | -2.4% | +2.5% | +0.8% |
| 3M | +16.0% | +34.6% | -18.6% | +4.2% |
| 6M | +21.6% | +15.2% | +6.4% | +14.0% |
| YTD | -8.9% | -4.4% | -4.5% | -9.5% |
| 1Y | -16.6% | -17.4% | +0.8% | -13.5% |
| 3Y | +43.3% | +54.5% | -11.1% | +15.2% |
| All | +28.9% | -48.0% | +76.8% | +15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling