+76.5%
BAC vs TOST
-48.0%
+124.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +1.1% | -3.4% | +4.5% | +1.6% |
| 30D | -0.4% | -2.4% | +2.0% | -0.1% |
| 3M | +16.9% | +34.6% | -17.7% | +11.6% |
| 6M | +26.6% | +15.2% | +11.4% | +23.1% |
| YTD | +15.8% | -4.4% | +20.2% | +15.3% |
| 1Y | +27.2% | -17.4% | +44.6% | +29.0% |
| 3Y | +132.4% | +54.5% | +77.9% | +111.1% |
| All | +76.5% | -48.0% | +124.5% | +54.1% |
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