-1.0%
BX vs TOST
-30.2%
+29.2%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.2% |
| 7D | -1.1% | -4.7% | +3.6% | +0.6% |
| 30D | +8.8% | +8.5% | +0.3% | +5.8% |
| 3M | -18.3% | -1.6% | -16.7% | -17.9% |
| 6M | -1.5% | +44.1% | -45.6% | -14.1% |
| YTD | -19.9% | -5.6% | -14.3% | -20.2% |
| 1Y | -14.5% | -12.6% | -1.9% | -12.5% |
| 3Y | +32.3% | +137.6% | -105.3% | -8.3% |
| All | -1.0% | -30.2% | +29.2% | -16.8% |
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