-21.3%
TOST vs BNY
+59.3%
-80.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -5.4% | -1.3% | -4.1% | -4.7% |
| 30D | -5.7% | -0.2% | -5.5% | -5.7% |
| 3M | +30.1% | +14.9% | +15.2% | +18.9% |
| 6M | +11.9% | +40.0% | -28.1% | -13.2% |
| YTD | -9.5% | +42.0% | -51.5% | -30.0% |
| 1Y | -21.3% | +56.9% | -78.1% | -43.5% |
| All | -21.3% | +59.3% | -80.5% | -43.5% |
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