-28.6%
TOST vs BLK
+43.9%
-72.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.3% |
| 7D | +3.0% | +5.2% | -2.3% | -2.1% |
| 30D | +10.3% | +12.9% | -2.7% | -2.1% |
| 3M | -3.3% | +8.6% | -11.9% | -11.2% |
| 6M | +37.8% | +13.9% | +23.9% | +18.9% |
| YTD | -2.8% | +16.1% | -18.8% | -19.5% |
| 1Y | -9.6% | +15.3% | -24.9% | -24.6% |
| 3Y | +144.6% | +96.5% | +48.2% | +6.6% |
| All | -28.6% | +43.9% | -72.5% | -50.1% |
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