+55.6%
TOST vs BG
+16.9%
+38.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.1% |
| 7D | -3.4% | +2.8% | -6.2% | -3.6% |
| 30D | -2.4% | +12.0% | -14.5% | -3.2% |
| 3M | +34.6% | -7.7% | +42.3% | +35.6% |
| 6M | +15.2% | +4.5% | +10.7% | +14.0% |
| YTD | -4.4% | +35.7% | -40.1% | -10.0% |
| 1Y | -17.4% | +50.1% | -67.5% | -24.0% |
| All | +55.6% | +16.9% | +38.7% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling