-31.0%
TOST vs BUD
+51.3%
-82.2%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | +3.0% | +6.0% | -3.1% | +0.1% |
| 30D | +10.3% | +11.3% | -1.0% | +4.8% |
| 3M | -3.3% | +3.6% | -6.8% | -5.0% |
| 6M | +37.8% | +7.7% | +30.1% | +32.5% |
| YTD | -2.8% | +36.4% | -39.2% | -19.4% |
| 1Y | -9.6% | +37.8% | -47.4% | -25.6% |
| 3Y | +144.6% | +51.2% | +93.4% | +84.0% |
| 5Y | -31.0% | +53.4% | -84.4% | -53.8% |
| All | -31.0% | +51.3% | -82.2% | -53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling