-48.6%
TOST vs BRKR
-33.9%
-14.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -5.4% | -8.7% | +3.3% | -2.2% |
| 30D | -5.7% | -9.9% | +4.2% | -2.3% |
| 3M | +30.1% | -3.1% | +33.2% | +26.9% |
| 6M | +11.9% | +45.5% | -33.6% | -10.8% |
| YTD | -9.5% | +13.7% | -23.2% | -20.0% |
| 1Y | -21.3% | +67.4% | -88.7% | -42.8% |
| 3Y | +50.7% | -13.2% | +63.9% | +36.4% |
| All | -48.6% | -33.9% | -14.7% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling