-20.7%
TOST vs BNS
+46.9%
-67.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -4.7% | -1.3% | -3.4% | -4.4% |
| 30D | -9.1% | +4.0% | -13.1% | -9.9% |
| 3M | +29.8% | +13.8% | +16.0% | +25.0% |
| 6M | +10.0% | +32.7% | -22.6% | +0.7% |
| YTD | -8.6% | +27.6% | -36.2% | -15.3% |
| 1Y | -20.7% | +47.4% | -68.1% | -33.0% |
| All | -20.7% | +46.9% | -67.6% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 1y: compounded portfolio wealth divided by compounded BNS 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…
1y analysis · Full analysis span regression · 6 months rolling