-45.7%
TOST vs BP
+116.9%
-162.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.5% | -0.1% |
| 7D | -3.4% | +3.9% | -7.4% | -4.3% |
| 30D | -2.4% | +7.6% | -10.1% | -4.1% |
| 3M | +34.6% | +0.7% | +33.9% | +33.9% |
| 6M | +15.2% | +15.5% | -0.3% | +9.6% |
| YTD | -4.4% | +30.8% | -35.2% | -13.0% |
| 1Y | -17.4% | +34.3% | -51.7% | -25.7% |
| 3Y | +54.5% | +35.1% | +19.4% | +36.7% |
| All | -45.7% | +116.9% | -162.5% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling