-45.7%
TOST vs BDX
+0.9%
-46.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | -3.4% | -2.5% | -0.9% | -2.3% |
| 30D | -2.4% | +8.3% | -10.7% | -5.8% |
| 3M | +34.6% | +24.4% | +10.2% | +22.2% |
| 6M | +15.2% | +9.2% | +6.0% | +10.4% |
| YTD | -4.4% | +22.7% | -27.1% | -13.3% |
| 1Y | -17.4% | +25.9% | -43.3% | -26.0% |
| 3Y | +54.5% | -10.5% | +64.9% | +60.4% |
| All | -45.7% | +0.9% | -46.6% | -44.8% |
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