+56.7%
TOST vs BEN
+52.7%
+4.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.5% | -3.5% | -2.0% |
| 7D | -3.4% | +0.2% | -3.6% | -3.6% |
| 30D | -2.4% | -0.5% | -1.9% | -2.2% |
| 3M | +34.6% | +9.7% | +24.9% | +26.6% |
| 6M | +15.2% | +33.9% | -18.7% | -5.8% |
| YTD | -4.4% | +49.0% | -53.4% | -27.1% |
| 1Y | -17.4% | +42.1% | -59.5% | -35.2% |
| All | +56.7% | +52.7% | +4.0% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling