-45.7%
TOST vs BROS
-17.4%
-28.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.2% |
| 7D | -3.4% | -6.7% | +3.3% | -1.0% |
| 30D | -2.4% | -29.1% | +26.6% | +9.5% |
| 3M | +34.6% | -16.7% | +51.3% | +41.0% |
| 6M | +15.2% | -11.6% | +26.8% | +16.6% |
| YTD | -4.4% | -23.9% | +19.5% | +2.4% |
| 1Y | -17.4% | -34.8% | +17.4% | -6.8% |
| 3Y | +54.5% | +62.1% | -7.6% | +9.2% |
| All | -45.7% | -17.4% | -28.3% | -56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling