-5.5%
TOST vs BNY
+39.1%
-44.6%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | 0.0% | +3.9% | -3.8% | -1.9% |
| 30D | +16.2% | +11.9% | +4.2% | +9.8% |
| 3M | -1.5% | -5.0% | +3.5% | 0.0% |
| 6M | +55.3% | +14.6% | +40.7% | +40.5% |
| YTD | -2.3% | +34.5% | -36.8% | -21.7% |
| 1Y | -5.5% | +40.6% | -46.1% | -26.9% |
| All | -5.5% | +39.1% | -44.6% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling