+103.2%
TOST vs BROS
+25.7%
+77.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.7% |
| 7D | +9.4% | -21.2% | +30.7% | +16.2% |
| 30D | +13.5% | -11.6% | +25.0% | +16.1% |
| 3M | -0.1% | -36.7% | +36.5% | +12.8% |
| 6M | +22.5% | -42.8% | +65.3% | +40.2% |
| YTD | -2.4% | -44.8% | +42.5% | +12.0% |
| 1Y | -4.7% | -36.5% | +31.8% | +4.5% |
| 3Y | +103.2% | +27.0% | +76.3% | +67.4% |
| All | +103.2% | +25.7% | +77.5% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling