-44.5%
TOST vs BLDR
+18.0%
-62.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.5% | +3.1% | +0.7% |
| 7D | +9.4% | -3.7% | +13.1% | +11.0% |
| 30D | +13.5% | +16.8% | -3.3% | +4.4% |
| 3M | -0.1% | -13.7% | +13.6% | +5.1% |
| 6M | +22.5% | -21.9% | +44.3% | +33.0% |
| YTD | -2.4% | -39.2% | +36.9% | +16.3% |
| 1Y | -4.7% | -42.6% | +37.9% | +16.7% |
| 3Y | +103.2% | -50.2% | +153.4% | +132.8% |
| 5Y | -41.2% | -7.0% | -34.2% | -59.0% |
| All | -44.5% | +18.0% | -62.6% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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