-44.8%
TOST vs BN
+49.4%
-94.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | +0.5% |
| 7D | +3.0% | +4.3% | -1.4% | -1.2% |
| 30D | +10.3% | +14.3% | -4.0% | -2.6% |
| 3M | -3.3% | -4.1% | +0.8% | 0.0% |
| 6M | +37.8% | -9.7% | +47.5% | +49.7% |
| YTD | -2.8% | -7.1% | +4.4% | +1.2% |
| 1Y | -9.6% | -7.4% | -2.2% | -5.9% |
| 3Y | +144.6% | +102.3% | +42.3% | +8.5% |
| 5Y | -31.0% | +35.9% | -66.9% | -46.4% |
| All | -44.8% | +49.4% | -94.2% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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