-44.4%
TOST vs BROS
-36.2%
-8.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.6% | -6.3% | -2.1% |
| 7D | +4.0% | -17.9% | +22.0% | +10.4% |
| 30D | +11.1% | -5.4% | +16.4% | +11.6% |
| 3M | +0.8% | -32.1% | +32.9% | +14.0% |
| 6M | +38.8% | -31.7% | +70.5% | +53.7% |
| YTD | -2.1% | -41.2% | +39.1% | +13.4% |
| 1Y | -6.0% | -32.6% | +26.6% | +3.0% |
| 3Y | +149.8% | +32.7% | +117.1% | +87.1% |
| 5Y | -42.8% | -44.2% | +1.5% | -46.4% |
| All | -44.4% | -36.2% | -8.2% | -51.3% |
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