-20.0%
BA vs TOST
+20.9%
-40.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +5.5% | -3.4% | +1.5% |
| 7D | +5.9% | +10.7% | -4.8% | +4.6% |
| 30D | -8.2% | +17.7% | -25.9% | -10.0% |
| 3M | -25.4% | +4.6% | -30.0% | -26.2% |
| 6M | -20.0% | +20.3% | -40.3% | -22.3% |
| All | -20.0% | +20.9% | -40.9% | -22.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling