-45.7%
TOST vs BR
+16.1%
-61.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.4% | +3.2% |
| 7D | -3.4% | -5.3% | +1.9% | +1.5% |
| 30D | -2.4% | +6.4% | -8.9% | -8.4% |
| 3M | +34.6% | +13.6% | +21.0% | +17.8% |
| 6M | +15.2% | -6.7% | +21.9% | +22.1% |
| YTD | -4.4% | -21.1% | +16.7% | +19.3% |
| 1Y | -17.4% | -29.6% | +12.1% | +15.6% |
| 3Y | +54.5% | -2.4% | +56.8% | +45.9% |
| All | -45.7% | +16.1% | -61.8% | -61.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling