+26.5%
BAC vs TOST
-20.0%
+46.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.6% | -0.6% |
| 7D | +0.6% | -3.4% | +4.0% | +0.9% |
| 30D | -0.9% | -2.4% | +1.5% | -0.7% |
| 3M | +16.3% | +34.6% | -18.3% | +12.5% |
| 6M | +26.0% | +15.2% | +10.8% | +23.5% |
| YTD | +15.2% | -4.4% | +19.6% | +13.5% |
| 1Y | +26.5% | -17.4% | +43.9% | +28.9% |
| All | +26.5% | -20.0% | +46.6% | +28.9% |
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