-28.6%
TOST vs BB
-13.7%
-14.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.1% | -0.4% |
| 7D | +3.0% | +11.6% | -8.6% | -1.1% |
| 30D | +10.3% | +2.6% | +7.7% | +8.0% |
| 3M | -3.3% | +3.5% | -6.8% | -7.1% |
| 6M | +37.8% | +43.5% | -5.7% | +10.2% |
| YTD | -2.8% | +141.2% | -143.9% | -39.1% |
| 1Y | -9.6% | +97.4% | -107.0% | -38.7% |
| 3Y | +144.6% | +151.1% | -6.4% | +30.0% |
| All | -28.6% | -13.7% | -14.9% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling