-9.6%
TOST vs BROS
-35.4%
+25.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | -0.2% |
| 7D | +3.0% | -19.0% | +22.0% | +7.7% |
| 30D | +10.3% | -7.3% | +17.5% | +10.7% |
| 3M | -3.3% | -31.2% | +27.9% | +5.9% |
| 6M | +37.8% | -33.0% | +70.9% | +46.5% |
| YTD | -2.8% | -42.4% | +39.6% | +7.8% |
| 1Y | -9.6% | -37.7% | +28.2% | -3.6% |
| All | -9.6% | -35.4% | +25.8% | -3.6% |
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