-48.6%
TOST vs BRO
+20.2%
-68.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -5.4% | -7.3% | +1.9% | -0.8% |
| 30D | -5.7% | -6.9% | +1.2% | -1.5% |
| 3M | +30.1% | +10.7% | +19.4% | +21.3% |
| 6M | +11.9% | -2.7% | +14.6% | +12.6% |
| YTD | -9.5% | -16.3% | +6.8% | -0.3% |
| 1Y | -21.3% | -29.1% | +7.8% | -3.3% |
| 3Y | +50.7% | -7.8% | +58.5% | +40.7% |
| All | -48.6% | +20.2% | -68.8% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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