-44.5%
TOST vs BDX
+16.4%
-60.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.0% |
| 7D | +9.4% | +7.1% | +2.4% | +6.1% |
| 30D | +13.5% | +17.6% | -4.1% | +5.6% |
| 3M | -0.1% | +20.4% | -20.5% | -8.1% |
| 6M | +22.5% | +48.3% | -25.8% | +3.0% |
| YTD | -2.4% | +41.6% | -43.9% | -17.0% |
| 1Y | -4.7% | +55.7% | -60.4% | -22.3% |
| 3Y | +103.2% | +10.6% | +92.6% | +91.1% |
| 5Y | -41.2% | +24.0% | -65.2% | -46.3% |
| All | -44.5% | +16.4% | -60.9% | -47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling