-27.7%
TOST vs BEN
+28.2%
-56.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.0% | +3.1% |
| 7D | 0.0% | +6.8% | -6.8% | -5.3% |
| 30D | +16.2% | +18.0% | -1.8% | +1.2% |
| 3M | -1.5% | +7.5% | -9.0% | -7.7% |
| 6M | +55.3% | +14.7% | +40.6% | +36.4% |
| YTD | -2.3% | +56.1% | -58.4% | -35.1% |
| 1Y | -5.5% | +69.6% | -75.1% | -41.6% |
| 3Y | +151.1% | +87.7% | +63.4% | +30.7% |
| All | -27.7% | +28.2% | -56.0% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling