-44.5%
TOST vs BR
+27.8%
-72.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | +0.3% |
| 7D | +9.4% | +6.5% | +3.0% | +3.2% |
| 30D | +13.5% | +18.9% | -5.4% | -3.5% |
| 3M | -0.1% | +16.3% | -16.4% | -13.7% |
| 6M | +22.5% | +26.2% | -3.7% | -2.6% |
| YTD | -2.4% | -13.1% | +10.7% | +11.2% |
| 1Y | -4.7% | -10.5% | +5.8% | +5.3% |
| 3Y | +103.2% | +13.3% | +89.9% | +64.0% |
| 5Y | -41.2% | +19.9% | -61.1% | -58.9% |
| All | -44.5% | +27.8% | -72.4% | -64.2% |
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