-48.1%
TOST vs BLK
+41.3%
-89.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -0.5% |
| 7D | -4.7% | -2.7% | -2.0% | -2.2% |
| 30D | -9.1% | -4.8% | -4.3% | -4.9% |
| 3M | +29.8% | +6.5% | +23.3% | +20.5% |
| 6M | +10.0% | +13.2% | -3.1% | -6.0% |
| YTD | -8.6% | +1.8% | -10.4% | -13.9% |
| 1Y | -20.7% | -1.0% | -19.7% | -23.1% |
| 3Y | +55.7% | +66.0% | -10.2% | -19.3% |
| All | -48.1% | +41.3% | -89.4% | -64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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