-40.6%
TOST vs BP
+103.6%
-144.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.3% |
| 7D | +9.4% | -11.6% | +21.1% | +12.1% |
| 30D | +13.5% | 0.0% | +13.4% | +12.9% |
| 3M | -0.1% | +6.7% | -6.9% | -2.4% |
| 6M | +22.5% | +2.2% | +20.3% | +20.4% |
| YTD | -2.4% | +33.0% | -35.3% | -12.8% |
| 1Y | -4.7% | +30.7% | -35.4% | -14.5% |
| 3Y | +103.2% | +44.2% | +59.0% | +73.9% |
| All | -40.6% | +103.6% | -144.2% | -58.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling