-44.8%
TOST vs BG
+45.7%
-90.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.4% |
| 7D | +3.0% | +5.0% | -2.0% | +2.2% |
| 30D | +10.3% | -3.2% | +13.5% | +10.7% |
| 3M | -3.3% | -11.2% | +7.9% | -1.7% |
| 6M | +37.8% | -19.4% | +57.2% | +42.1% |
| YTD | -2.8% | +13.6% | -16.4% | -8.3% |
| 1Y | -9.6% | +7.3% | -16.8% | -13.5% |
| 3Y | +144.6% | +3.8% | +140.9% | +132.3% |
| 5Y | -31.0% | +23.2% | -54.2% | -47.6% |
| All | -44.8% | +45.7% | -90.5% | -60.8% |
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