-30.1%
TOST vs BUD
+49.9%
-80.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -4.7% | -1.6% | -3.1% | -3.9% |
| 30D | +8.5% | +6.7% | +1.9% | +5.3% |
| 3M | -1.6% | +5.9% | -7.5% | -4.3% |
| 6M | +44.1% | +5.1% | +39.0% | +40.2% |
| YTD | -5.6% | +32.9% | -38.5% | -20.7% |
| 1Y | -12.6% | +31.8% | -44.4% | -26.3% |
| 3Y | +137.6% | +47.4% | +90.2% | +80.9% |
| All | -30.1% | +49.9% | -80.0% | -52.7% |
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