-45.4%
TOST vs BUD
+54.0%
-99.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.1% | -0.1% |
| 7D | -3.6% | +0.5% | -4.1% | -3.8% |
| 30D | +8.9% | +7.4% | +1.5% | +5.4% |
| 3M | -2.2% | +4.3% | -6.5% | -4.2% |
| 6M | +41.0% | +5.3% | +35.7% | +37.2% |
| YTD | -4.0% | +33.2% | -37.2% | -19.0% |
| 1Y | -9.6% | +31.8% | -41.4% | -23.3% |
| 3Y | +141.7% | +47.8% | +93.9% | +86.2% |
| 5Y | -29.5% | +50.2% | -79.7% | -50.6% |
| All | -45.4% | +54.0% | -99.5% | -61.9% |
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