+52.2%
TOST vs BRO
-7.2%
+59.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -1.6% |
| 7D | -4.7% | -7.6% | +3.0% | -1.9% |
| 30D | -9.1% | -6.9% | -2.2% | -6.7% |
| 3M | +29.8% | +12.8% | +17.0% | +24.3% |
| 6M | +10.0% | -5.9% | +15.9% | +11.0% |
| YTD | -8.6% | -15.9% | +7.3% | -4.4% |
| 1Y | -20.7% | -28.1% | +7.4% | -12.8% |
| All | +52.2% | -7.2% | +59.4% | +60.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling