-43.8%
TOST vs BB
-11.9%
-31.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +3.9% | +1.0% |
| 7D | +11.6% | -8.9% | +20.5% | +15.0% |
| 30D | +16.2% | -12.6% | +28.9% | +20.5% |
| 3M | +1.0% | -4.1% | +5.2% | -0.3% |
| 6M | +23.2% | +49.5% | -26.3% | -4.4% |
| YTD | -1.0% | +120.8% | -121.8% | -36.1% |
| 1Y | -9.9% | +76.2% | -86.1% | -36.3% |
| 3Y | +101.0% | +123.8% | -22.8% | +11.9% |
| 5Y | -40.4% | -24.3% | -16.2% | -35.3% |
| All | -43.8% | -11.9% | -31.9% | -41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling