-45.7%
TOST vs BN
+41.8%
-87.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.3% |
| 7D | -3.4% | -2.5% | -0.9% | -1.3% |
| 30D | -2.4% | -9.5% | +7.1% | +6.7% |
| 3M | +34.6% | -10.4% | +45.0% | +48.2% |
| 6M | +15.2% | -6.4% | +21.6% | +19.8% |
| YTD | -4.4% | -11.9% | +7.5% | +4.8% |
| 1Y | -17.4% | -8.6% | -8.8% | -13.2% |
| 3Y | +54.5% | +77.6% | -23.1% | -22.0% |
| All | -45.7% | +41.8% | -87.5% | -61.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling