+22.5%
TOST vs BDX
+48.0%
-25.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -0.8% |
| 7D | +9.4% | +7.1% | +2.4% | +4.3% |
| 30D | +13.5% | +17.6% | -4.1% | +1.8% |
| 3M | -0.1% | +20.4% | -20.5% | -11.9% |
| 6M | +22.5% | +48.3% | -25.8% | -8.0% |
| All | +22.5% | +48.0% | -25.5% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling