-46.7%
TOST vs BG
+81.6%
-128.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +4.4% | -6.3% | -2.7% |
| 7D | -0.9% | +2.4% | -3.2% | -1.3% |
| 30D | -3.5% | +15.0% | -18.5% | -5.8% |
| 3M | +38.1% | -0.7% | +38.8% | +37.9% |
| 6M | +9.9% | +7.5% | +2.4% | +7.5% |
| YTD | -6.3% | +41.6% | -47.9% | -14.6% |
| 1Y | -18.3% | +50.7% | -69.0% | -27.0% |
| 3Y | +59.7% | +20.3% | +39.5% | +49.8% |
| All | -46.7% | +81.6% | -128.3% | -63.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling