+149.8%
TOST vs BN
+102.8%
+47.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.6% | -2.6% |
| 7D | +4.0% | +3.6% | +0.4% | +1.1% |
| 30D | +11.1% | +15.9% | -4.8% | -0.7% |
| 3M | +0.8% | -2.3% | +3.2% | +2.3% |
| 6M | +38.8% | -8.4% | +47.2% | +47.3% |
| YTD | -2.1% | -5.9% | +3.8% | +0.7% |
| 1Y | -6.0% | -5.6% | -0.4% | -3.8% |
| 3Y | +149.8% | +104.2% | +45.6% | +24.4% |
| All | +149.8% | +102.8% | +47.0% | +24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling