-48.9%
TOST vs BRKR
-33.8%
-15.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.0% |
| 7D | -5.9% | -9.8% | +4.0% | -2.2% |
| 30D | -8.4% | -6.1% | -2.4% | -6.7% |
| 3M | +31.4% | -2.4% | +33.8% | +27.8% |
| 6M | +10.5% | +46.7% | -36.2% | -12.2% |
| YTD | -10.1% | +14.0% | -24.0% | -20.5% |
| 1Y | -19.9% | +76.5% | -96.5% | -43.4% |
| 3Y | +53.3% | -11.7% | +65.0% | +36.8% |
| All | -48.9% | -33.8% | -15.2% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling