-48.6%
TOST vs BNY
+273.0%
-321.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -5.4% | -1.3% | -4.1% | -4.3% |
| 30D | -5.7% | -0.2% | -5.5% | -5.7% |
| 3M | +30.1% | +14.9% | +15.2% | +14.6% |
| 6M | +11.9% | +40.0% | -28.1% | -17.4% |
| YTD | -9.5% | +42.0% | -51.5% | -34.0% |
| 1Y | -21.3% | +56.9% | -78.1% | -47.4% |
| 3Y | +50.7% | +289.9% | -239.2% | -54.2% |
| All | -48.6% | +273.0% | -321.6% | -83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling