+27.2%
BAC vs TOST
-20.0%
+47.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | -3.4% | +4.5% | +1.5% |
| 30D | -0.4% | -2.4% | +2.0% | -0.2% |
| 3M | +16.9% | +34.6% | -17.7% | +13.1% |
| 6M | +26.6% | +15.2% | +11.4% | +24.2% |
| YTD | +15.8% | -4.4% | +20.2% | +14.1% |
| 1Y | +27.2% | -17.4% | +44.6% | +29.6% |
| All | +27.2% | -20.0% | +47.2% | +29.6% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling