-9.6%
TOST vs BEN
+72.3%
-81.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +3.0% | +12.1% | -9.2% | -2.5% |
| 30D | +10.3% | +13.4% | -3.2% | +3.7% |
| 3M | -3.3% | +9.4% | -12.6% | -7.5% |
| 6M | +37.8% | +19.3% | +18.6% | +24.8% |
| YTD | -2.8% | +57.3% | -60.0% | -30.4% |
| 1Y | -9.6% | +69.1% | -78.7% | -40.6% |
| All | -9.6% | +72.3% | -81.9% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling