-48.1%
TOST vs BG
+81.0%
-129.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -4.7% | +0.5% | -5.2% | -4.8% |
| 30D | -9.1% | +10.3% | -19.4% | -10.7% |
| 3M | +29.8% | -1.9% | +31.7% | +29.9% |
| 6M | +10.0% | +5.2% | +4.8% | +8.1% |
| YTD | -8.6% | +41.2% | -49.8% | -16.7% |
| 1Y | -20.7% | +50.5% | -71.2% | -29.1% |
| 3Y | +55.7% | +19.9% | +35.8% | +46.1% |
| All | -48.1% | +81.0% | -129.1% | -64.4% |
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