-2.2%
BA vs TOST
-48.0%
+45.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.8% | +0.8% |
| 7D | +1.2% | -3.4% | +4.6% | +1.8% |
| 30D | -11.6% | -2.4% | -9.2% | -11.3% |
| 3M | -2.4% | +34.6% | -37.0% | -8.0% |
| 6M | -6.6% | +15.2% | -21.8% | -10.0% |
| YTD | -2.2% | -4.4% | +2.2% | -2.8% |
| 1Y | -8.0% | -17.4% | +9.4% | -6.3% |
| 3Y | -5.0% | +54.5% | -59.4% | -17.0% |
| All | -2.2% | -48.0% | +45.8% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling