-44.5%
TOST vs BUD
+53.8%
-98.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.7% |
| 7D | +9.4% | +4.5% | +5.0% | +7.3% |
| 30D | +13.5% | +12.5% | +1.0% | +7.5% |
| 3M | -0.1% | 0.0% | -0.1% | -0.2% |
| 6M | +22.5% | +3.8% | +18.7% | +19.8% |
| YTD | -2.4% | +33.1% | -35.4% | -17.5% |
| 1Y | -4.7% | +35.5% | -40.2% | -20.4% |
| 3Y | +103.2% | +49.4% | +53.8% | +55.3% |
| 5Y | -41.2% | +48.0% | -89.3% | -58.7% |
| All | -44.5% | +53.8% | -98.4% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling