-48.1%
TOST vs BNY
+272.6%
-320.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -4.7% | +0.3% | -5.0% | -4.9% |
| 30D | -9.1% | +1.9% | -11.0% | -10.7% |
| 3M | +29.8% | +13.9% | +15.9% | +15.3% |
| 6M | +10.0% | +42.3% | -32.3% | -19.9% |
| YTD | -8.6% | +41.8% | -50.5% | -33.2% |
| 1Y | -20.7% | +57.9% | -78.6% | -47.3% |
| 3Y | +55.7% | +290.7% | -235.0% | -52.8% |
| All | -48.1% | +272.6% | -320.7% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling