-40.6%
TOST vs BN
+29.3%
-69.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -0.6% |
| 7D | +9.4% | +5.3% | +4.1% | +4.2% |
| 30D | +13.5% | +11.9% | +1.6% | +2.3% |
| 3M | -0.1% | -5.7% | +5.6% | +5.0% |
| 6M | +22.5% | -10.6% | +33.1% | +34.1% |
| YTD | -2.4% | -9.4% | +7.0% | +4.1% |
| 1Y | -4.7% | -8.8% | +4.1% | +0.6% |
| 3Y | +103.2% | +95.6% | +7.6% | -6.9% |
| All | -40.6% | +29.3% | -69.9% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling