-20.5%
BA vs TOST
-46.1%
+25.6%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.4% |
| 7D | -0.1% | +11.6% | -11.7% | -2.2% |
| 30D | -9.1% | +16.2% | -25.4% | -11.8% |
| 3M | -28.2% | +1.0% | -29.2% | -28.5% |
| 6M | -23.1% | +23.2% | -46.3% | -26.9% |
| YTD | -20.6% | -1.0% | -19.6% | -21.7% |
| 1Y | -12.7% | -9.9% | -2.8% | -12.5% |
| 3Y | -11.6% | +101.0% | -112.6% | -26.6% |
| 5Y | -23.1% | -40.4% | +17.3% | -34.8% |
| All | -20.5% | -46.1% | +25.6% | -32.8% |
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