-46.4%
TOST vs BG
+46.5%
-92.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -4.7% | +1.5% | -6.1% | -4.9% |
| 30D | +8.5% | -7.0% | +15.6% | +9.7% |
| 3M | -1.6% | -10.0% | +8.4% | -0.2% |
| 6M | +44.1% | -19.8% | +63.9% | +48.8% |
| YTD | -5.6% | +14.3% | -19.9% | -11.1% |
| 1Y | -12.6% | +6.5% | -19.1% | -16.2% |
| 3Y | +137.6% | +4.4% | +133.2% | +125.4% |
| 5Y | -30.4% | +20.2% | -50.6% | -47.8% |
| All | -46.4% | +46.5% | -92.9% | -62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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