-46.7%
TOST vs BLK
+44.4%
-91.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -0.1% |
| 7D | -0.9% | -2.4% | +1.5% | +1.4% |
| 30D | -3.5% | -3.1% | -0.3% | -0.6% |
| 3M | +38.1% | +10.7% | +27.5% | +23.5% |
| 6M | +9.9% | +15.9% | -6.0% | -8.3% |
| YTD | -6.3% | +4.0% | -10.3% | -13.5% |
| 1Y | -18.3% | +1.3% | -19.6% | -22.5% |
| 3Y | +59.7% | +69.6% | -9.8% | -18.9% |
| All | -46.7% | +44.4% | -91.1% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling