-44.5%
TOST vs BND
-1.9%
-42.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.2% |
| 7D | +9.4% | 0.0% | +9.4% | +9.4% |
| 30D | +13.5% | +2.3% | +11.2% | +9.2% |
| 3M | -0.1% | -0.2% | +0.1% | +0.2% |
| 6M | +22.5% | -1.0% | +23.4% | +24.7% |
| YTD | -2.4% | -0.4% | -2.0% | -1.6% |
| 1Y | -4.7% | -0.1% | -4.6% | -4.4% |
| 3Y | +103.2% | +15.1% | +88.1% | +52.2% |
| 5Y | -41.2% | -1.5% | -39.7% | -27.9% |
| All | -44.5% | -1.9% | -42.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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