-40.6%
TOST vs BEN
+19.4%
-60.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.7% | -6.1% | -5.2% |
| 7D | +9.4% | +6.6% | +2.8% | +3.6% |
| 30D | +13.5% | +3.8% | +9.6% | +9.7% |
| 3M | -0.1% | +0.2% | -0.4% | -0.8% |
| 6M | +22.5% | +10.4% | +12.0% | +10.4% |
| YTD | -2.4% | +46.2% | -48.5% | -31.7% |
| 1Y | -4.7% | +52.3% | -57.0% | -35.7% |
| 3Y | +103.2% | +65.9% | +37.3% | +18.6% |
| All | -40.6% | +19.4% | -60.0% | -48.1% |
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