+96.7%
BAC vs TOST
+143.6%
-46.9%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +2.1% | +3.0% | -0.9% | +1.5% |
| 30D | -6.7% | +10.3% | -17.0% | -8.4% |
| 3M | -20.2% | -3.3% | -17.0% | -20.0% |
| 6M | -0.2% | +37.8% | -38.0% | -6.7% |
| YTD | -6.4% | -2.8% | -3.6% | -7.2% |
| 1Y | -3.1% | -9.6% | +6.5% | -2.6% |
| 3Y | +96.7% | +144.6% | -47.9% | +51.3% |
| All | +96.7% | +143.6% | -46.9% | +51.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling