+39.2%
BAC vs TOST
-46.9%
+86.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.2% | +9.4% | -10.6% | -2.5% |
| 30D | -7.7% | +13.5% | -21.1% | -9.4% |
| 3M | -21.2% | -0.1% | -21.0% | -21.3% |
| 6M | -6.8% | +22.5% | -29.3% | -10.2% |
| YTD | -8.7% | -2.4% | -6.3% | -9.5% |
| 1Y | -5.3% | -4.7% | -0.6% | -5.9% |
| 3Y | +87.4% | +103.2% | -15.8% | +64.6% |
| 5Y | +18.9% | -41.2% | +60.2% | +2.6% |
| All | +39.2% | -46.9% | +86.0% | +20.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling