-45.7%
TOST vs BNY
+278.0%
-323.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.2% |
| 7D | -3.4% | +1.4% | -4.9% | -4.5% |
| 30D | -2.4% | +3.8% | -6.3% | -5.6% |
| 3M | +34.6% | +14.9% | +19.7% | +18.8% |
| 6M | +15.2% | +40.3% | -25.1% | -15.1% |
| YTD | -4.4% | +43.9% | -48.3% | -31.0% |
| 1Y | -17.4% | +59.0% | -76.4% | -45.4% |
| 3Y | +54.5% | +290.7% | -236.3% | -53.2% |
| All | -45.7% | +278.0% | -323.7% | -82.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 1990-01-01 to 2026-09-07: compounded portfolio wealth divided by compounded BNY 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling