-44.5%
TOST vs BB
-8.0%
-36.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.4% | -5.8% | -3.0% |
| 7D | +9.4% | +3.8% | +5.6% | +7.7% |
| 30D | +13.5% | -0.3% | +13.8% | +12.3% |
| 3M | -0.1% | -0.5% | +0.3% | -2.8% |
| 6M | +22.5% | +45.9% | -23.4% | -3.6% |
| YTD | -2.4% | +130.6% | -133.0% | -38.0% |
| 1Y | -4.7% | +89.2% | -93.9% | -34.5% |
| 3Y | +103.2% | +137.5% | -34.3% | +10.2% |
| 5Y | -41.2% | -20.9% | -20.3% | -37.2% |
| All | -44.5% | -8.0% | -36.5% | -43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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