+42.7%
BAC vs TOST
-47.1%
+89.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.1% | +3.0% | -0.9% | +1.6% |
| 30D | -6.7% | +10.3% | -17.0% | -8.1% |
| 3M | -20.2% | -3.3% | -17.0% | -20.0% |
| 6M | -0.2% | +37.8% | -38.0% | -5.4% |
| YTD | -6.4% | -2.8% | -3.6% | -7.2% |
| 1Y | -3.1% | -9.6% | +6.5% | -2.9% |
| 3Y | +96.7% | +144.6% | -47.9% | +69.0% |
| 5Y | +21.3% | -31.0% | +52.3% | +5.0% |
| All | +42.7% | -47.1% | +89.8% | +24.1% |
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