+151.1%
TOST vs BNY
+262.4%
-111.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.2% |
| 7D | 0.0% | +3.9% | -3.8% | -2.8% |
| 30D | +16.2% | +11.9% | +4.2% | +6.7% |
| 3M | -1.5% | -5.0% | +3.5% | +1.9% |
| 6M | +55.3% | +14.6% | +40.7% | +37.2% |
| YTD | -2.3% | +34.5% | -36.8% | -25.3% |
| 1Y | -5.5% | +40.6% | -46.1% | -30.6% |
| 3Y | +151.1% | +261.7% | -110.6% | -11.6% |
| All | +151.1% | +262.4% | -111.2% | -11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling