-46.7%
TOST vs BP
+122.2%
-168.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.4% | -4.4% | -2.5% |
| 7D | -0.9% | +0.9% | -1.8% | -1.1% |
| 30D | -3.5% | +9.1% | -12.6% | -5.4% |
| 3M | +38.1% | +3.9% | +34.2% | +36.4% |
| 6M | +9.9% | +13.6% | -3.7% | +5.2% |
| YTD | -6.3% | +34.0% | -40.3% | -15.2% |
| 1Y | -18.3% | +39.2% | -57.5% | -27.2% |
| 3Y | +59.7% | +36.4% | +23.3% | +41.3% |
| All | -46.7% | +122.2% | -168.9% | -61.8% |
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