-45.4%
TOST vs BEN
+56.2%
-101.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -3.6% | +7.2% | -10.8% | -9.4% |
| 30D | +8.9% | +14.1% | -5.2% | -2.7% |
| 3M | -2.2% | +9.9% | -12.2% | -10.1% |
| 6M | +41.0% | +17.4% | +23.6% | +21.1% |
| YTD | -4.0% | +57.3% | -61.3% | -36.9% |
| 1Y | -9.6% | +66.9% | -76.5% | -43.6% |
| 3Y | +141.7% | +85.7% | +56.0% | +27.1% |
| 5Y | -29.5% | +31.2% | -60.7% | -46.2% |
| All | -45.4% | +56.2% | -101.6% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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