-44.4%
TOST vs BUD
+55.9%
-100.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.1% | -0.3% |
| 7D | +4.0% | +1.3% | +2.7% | +3.4% |
| 30D | +11.1% | +10.0% | +1.0% | +6.3% |
| 3M | +0.8% | +1.6% | -0.7% | 0.0% |
| 6M | +38.8% | +6.5% | +32.3% | +34.3% |
| YTD | -2.1% | +34.8% | -36.9% | -17.8% |
| 1Y | -6.0% | +36.5% | -42.5% | -21.7% |
| 3Y | +149.8% | +49.0% | +100.8% | +91.9% |
| 5Y | -42.8% | +51.7% | -94.5% | -60.1% |
| All | -44.4% | +55.9% | -100.3% | -61.4% |
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