-5.5%
TOST vs BROS
-37.3%
+31.8%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +1.8% |
| 7D | 0.0% | +6.3% | -6.3% | -1.6% |
| 30D | +16.2% | -8.3% | +24.5% | +17.2% |
| 3M | -1.5% | -29.8% | +28.3% | +7.0% |
| 6M | +55.3% | -25.8% | +81.1% | +58.9% |
| YTD | -2.3% | -41.4% | +39.0% | +7.2% |
| 1Y | -5.5% | -35.2% | +29.6% | -0.8% |
| All | -5.5% | -37.3% | +31.8% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling