-44.4%
TOST vs BP
+120.7%
-165.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +4.0% | -6.9% | +10.9% | +5.4% |
| 30D | +11.1% | -3.6% | +14.6% | +11.4% |
| 3M | +0.8% | +8.4% | -7.6% | -1.6% |
| 6M | +38.8% | +5.3% | +33.5% | +35.5% |
| YTD | -2.1% | +33.2% | -35.2% | -11.8% |
| 1Y | -6.0% | +28.2% | -34.2% | -14.4% |
| 3Y | +149.8% | +49.2% | +100.5% | +114.1% |
| 5Y | -42.8% | +102.9% | -145.6% | -56.8% |
| All | -44.4% | +120.7% | -165.1% | -60.3% |
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