-48.1%
TOST vs BDX
-1.2%
-46.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -3.0% |
| 7D | -4.7% | -3.6% | -1.1% | -3.2% |
| 30D | -9.1% | +0.7% | -9.8% | -9.4% |
| 3M | +29.8% | +19.0% | +10.8% | +20.1% |
| 6M | +10.0% | +10.8% | -0.7% | +4.9% |
| YTD | -8.6% | +20.1% | -28.8% | -16.4% |
| 1Y | -20.7% | +23.1% | -43.8% | -28.3% |
| 3Y | +55.7% | -8.8% | +64.5% | +59.9% |
| All | -48.1% | -1.2% | -46.8% | -46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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