-44.5%
TOST vs BROS
-40.1%
-4.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.5% |
| 7D | +9.4% | -21.2% | +30.7% | +18.0% |
| 30D | +13.5% | -11.6% | +25.0% | +16.8% |
| 3M | -0.1% | -36.7% | +36.5% | +16.0% |
| 6M | +22.5% | -42.8% | +65.3% | +44.8% |
| YTD | -2.4% | -44.8% | +42.5% | +15.8% |
| 1Y | -4.7% | -36.5% | +31.8% | +6.9% |
| 3Y | +103.2% | +27.0% | +76.3% | +54.5% |
| 5Y | -41.2% | -50.3% | +9.1% | -43.7% |
| All | -44.5% | -40.1% | -4.4% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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