-45.7%
TOST vs BUD
+47.2%
-92.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -2.4% | -5.7% | +3.2% | +0.2% |
| 3M | +34.6% | +3.1% | +31.5% | +32.4% |
| 6M | +15.2% | +7.9% | +7.3% | +10.0% |
| YTD | -4.4% | +27.3% | -31.7% | -17.6% |
| 1Y | -17.4% | +37.8% | -55.2% | -31.9% |
| 3Y | +54.5% | +49.8% | +4.6% | +16.7% |
| All | -45.7% | +47.2% | -92.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling