-5.5%
TOST vs BR
-11.4%
+5.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +2.9% | +3.1% |
| 7D | 0.0% | +1.1% | -1.0% | -0.7% |
| 30D | +16.2% | +14.4% | +1.8% | +5.9% |
| 3M | -1.5% | +12.4% | -14.0% | -9.5% |
| 6M | +55.3% | +35.4% | +19.9% | +24.6% |
| YTD | -2.3% | -12.2% | +9.8% | +7.6% |
| 1Y | -5.5% | -12.7% | +7.2% | +4.3% |
| All | -5.5% | -11.4% | +5.9% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling