-44.4%
TOST vs BG
+48.3%
-92.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | 0.0% |
| 7D | +4.0% | +7.4% | -3.3% | +2.9% |
| 30D | +11.1% | -1.5% | +12.6% | +11.2% |
| 3M | +0.8% | -6.1% | +6.9% | +1.5% |
| 6M | +38.8% | -18.0% | +56.8% | +42.7% |
| YTD | -2.1% | +15.6% | -17.7% | -7.9% |
| 1Y | -6.0% | +9.6% | -15.6% | -10.5% |
| 3Y | +149.8% | +6.3% | +143.5% | +136.1% |
| 5Y | -42.8% | +24.6% | -67.3% | -56.8% |
| All | -44.4% | +48.3% | -92.7% | -60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling