-44.5%
TOST vs BP
+128.8%
-173.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | 0.0% | +3.8% | -3.8% | -0.7% |
| 30D | +16.2% | -5.3% | +21.5% | +17.1% |
| 3M | -1.5% | +9.3% | -10.8% | -4.0% |
| 6M | +55.3% | +7.2% | +48.1% | +51.4% |
| YTD | -2.3% | +38.0% | -40.4% | -12.6% |
| 1Y | -5.5% | +33.2% | -38.7% | -14.6% |
| 3Y | +151.1% | +50.3% | +100.8% | +115.6% |
| 5Y | -27.9% | +114.1% | -142.0% | -45.6% |
| All | -44.5% | +128.8% | -173.3% | -60.6% |
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