+151.1%
TOST vs BROS
+30.6%
+120.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.5% | -3.0% | +1.6% |
| 7D | 0.0% | +6.3% | -6.3% | -1.8% |
| 30D | +16.2% | -8.3% | +24.5% | +17.8% |
| 3M | -1.5% | -29.8% | +28.3% | +7.9% |
| 6M | +55.3% | -25.8% | +81.1% | +64.1% |
| YTD | -2.3% | -41.4% | +39.0% | +10.1% |
| 1Y | -5.5% | -35.2% | +29.6% | +3.0% |
| 3Y | +151.1% | +32.8% | +118.4% | +103.7% |
| All | +151.1% | +30.6% | +120.5% | +103.7% |
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