-46.7%
TOST vs BR
+13.2%
-60.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.5% | +0.4% |
| 7D | -0.9% | -5.9% | +5.1% | +4.8% |
| 30D | -3.5% | +1.9% | -5.3% | -5.5% |
| 3M | +38.1% | +14.7% | +23.5% | +19.7% |
| 6M | +9.9% | -12.8% | +22.7% | +24.4% |
| YTD | -6.3% | -23.0% | +16.8% | +19.7% |
| 1Y | -18.3% | -31.7% | +13.4% | +17.8% |
| 3Y | +59.7% | -4.8% | +64.5% | +54.4% |
| All | -46.7% | +13.2% | -60.0% | -61.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling