+151.1%
TOST vs BLK
+97.8%
+53.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.1% |
| 7D | 0.0% | +3.7% | -3.7% | -2.5% |
| 30D | +16.2% | +13.9% | +2.3% | +6.0% |
| 3M | -1.5% | +3.9% | -5.5% | -4.4% |
| 6M | +55.3% | +13.0% | +42.3% | +41.1% |
| YTD | -2.3% | +16.1% | -18.5% | -14.4% |
| 1Y | -5.5% | +16.8% | -22.3% | -17.6% |
| 3Y | +151.1% | +97.7% | +53.5% | +24.5% |
| All | +151.1% | +97.8% | +53.3% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling