-12.7%
BA vs TOST
-6.2%
-6.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -0.1% | +11.6% | -11.7% | -1.1% |
| 30D | -9.1% | +16.2% | -25.4% | -10.4% |
| 3M | -28.2% | +1.0% | -29.2% | -28.5% |
| 6M | -23.1% | +23.2% | -46.3% | -24.3% |
| YTD | -20.6% | -1.0% | -19.6% | -23.6% |
| 1Y | -12.7% | -9.9% | -2.8% | -15.8% |
| All | -12.7% | -6.2% | -6.6% | -15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling