-44.5%
TOST vs BG
+45.2%
-89.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.6% | -2.0% | -1.5% |
| 7D | +9.4% | +2.5% | +6.9% | +9.0% |
| 30D | +13.5% | -6.1% | +19.6% | +14.5% |
| 3M | -0.1% | -8.5% | +8.4% | +1.0% |
| 6M | +22.5% | -20.4% | +42.9% | +26.5% |
| YTD | -2.4% | +13.3% | -15.6% | -7.9% |
| 1Y | -4.7% | +7.3% | -12.0% | -8.9% |
| 3Y | +103.2% | +2.6% | +100.7% | +93.7% |
| 5Y | -41.2% | +22.0% | -63.2% | -55.5% |
| All | -44.5% | +45.2% | -89.8% | -60.6% |
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