-31.0%
TOST vs BP
+101.9%
-132.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +3.0% | -6.3% | +9.3% | +4.2% |
| 30D | +10.3% | -3.6% | +13.9% | +10.6% |
| 3M | -3.3% | +5.2% | -8.5% | -5.1% |
| 6M | +37.8% | +5.3% | +32.5% | +34.4% |
| YTD | -2.8% | +33.1% | -35.9% | -12.9% |
| 1Y | -9.6% | +26.3% | -35.9% | -17.6% |
| 3Y | +144.6% | +47.5% | +97.1% | +108.7% |
| 5Y | -31.0% | +106.2% | -137.1% | -50.1% |
| All | -31.0% | +101.9% | -132.9% | -50.1% |
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