-27.7%
TOST vs BB
-17.6%
-10.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +4.3% |
| 7D | 0.0% | +1.8% | -1.8% | -0.7% |
| 30D | +16.2% | +8.1% | +8.0% | +11.6% |
| 3M | -1.5% | -1.0% | -0.5% | -4.0% |
| 6M | +55.3% | +45.9% | +9.4% | +22.9% |
| YTD | -2.3% | +134.8% | -137.2% | -38.3% |
| 1Y | -5.5% | +104.6% | -110.1% | -37.1% |
| 3Y | +151.1% | +152.8% | -1.7% | +31.7% |
| All | -27.7% | -17.6% | -10.1% | -1.5% |
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 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