-45.7%
TOST vs BLDR
+24.2%
-69.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -1.1% |
| 7D | -3.4% | -2.8% | -0.6% | -2.2% |
| 30D | -2.4% | -13.3% | +10.8% | +3.8% |
| 3M | +34.6% | -12.3% | +46.9% | +40.2% |
| 6M | +15.2% | -31.5% | +46.7% | +34.2% |
| YTD | -4.4% | -36.1% | +31.7% | +12.6% |
| 1Y | -17.4% | -54.1% | +36.7% | +15.7% |
| 3Y | +54.5% | -55.8% | +110.2% | +95.5% |
| All | -45.7% | +24.2% | -69.8% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling