+55.6%
TOST vs BDX
-6.9%
+62.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -3.4% | -2.5% | -0.9% | -2.4% |
| 30D | -2.4% | +8.3% | -10.7% | -5.5% |
| 3M | +34.6% | +24.4% | +10.2% | +23.4% |
| 6M | +15.2% | +9.2% | +6.0% | +10.5% |
| YTD | -4.4% | +22.7% | -27.1% | -12.6% |
| 1Y | -17.4% | +25.9% | -43.3% | -25.2% |
| All | +55.6% | -6.9% | +62.5% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling