-20.1%
BA vs TOST
-46.9%
+26.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.8% |
| 7D | +1.1% | +9.4% | -8.4% | -0.7% |
| 30D | -7.9% | +13.5% | -21.4% | -10.3% |
| 3M | -25.3% | -0.1% | -25.2% | -25.5% |
| 6M | -24.6% | +22.5% | -47.1% | -28.2% |
| YTD | -20.1% | -2.4% | -17.8% | -21.1% |
| 1Y | -11.8% | -4.7% | -7.1% | -12.6% |
| 3Y | -10.1% | +103.2% | -113.4% | -25.6% |
| 5Y | -22.7% | -41.2% | +18.5% | -34.3% |
| All | -20.1% | -46.9% | +26.8% | -32.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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