-44.8%
TOST vs BDX
+16.8%
-61.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.2% |
| 7D | +3.0% | +7.3% | -4.3% | -0.3% |
| 30D | +10.3% | +15.7% | -5.5% | +3.4% |
| 3M | -3.3% | +19.1% | -22.3% | -10.5% |
| 6M | +37.8% | +44.1% | -6.3% | +17.1% |
| YTD | -2.8% | +42.1% | -44.9% | -17.5% |
| 1Y | -9.6% | +52.6% | -62.2% | -25.6% |
| 3Y | +144.6% | +22.6% | +122.1% | +117.6% |
| 5Y | -31.0% | +23.3% | -54.3% | -36.8% |
| All | -44.8% | +16.8% | -61.5% | -47.4% |
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