-44.5%
TOST vs BP
+120.4%
-165.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +9.4% | -11.6% | +21.1% | +11.9% |
| 30D | +13.5% | 0.0% | +13.4% | +12.9% |
| 3M | -0.1% | +6.7% | -6.9% | -2.2% |
| 6M | +22.5% | +2.2% | +20.3% | +20.6% |
| YTD | -2.4% | +33.0% | -35.3% | -12.0% |
| 1Y | -4.7% | +30.7% | -35.4% | -13.7% |
| 3Y | +103.2% | +44.2% | +59.0% | +76.0% |
| 5Y | -41.2% | +105.1% | -146.4% | -55.2% |
| All | -44.5% | +120.4% | -165.0% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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