+56.7%
TOST vs BB
+38.2%
+18.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.4% | -5.6% | +2.2% | -2.3% |
| 30D | -2.4% | -11.8% | +9.4% | -0.2% |
| 3M | +34.6% | -25.5% | +60.1% | +40.8% |
| 6M | +15.2% | +121.3% | -106.1% | -10.4% |
| YTD | -4.4% | +103.2% | -107.6% | -23.8% |
| 1Y | -17.4% | +102.6% | -120.0% | -34.7% |
| All | +56.7% | +38.2% | +18.4% | +15.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling