+88.7%
BAC vs TOST
+99.4%
-10.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | -2.7% | +11.6% | -14.3% | -4.6% |
| 30D | -8.0% | +16.2% | -24.2% | -10.5% |
| 3M | -20.9% | +1.0% | -22.0% | -21.3% |
| 6M | -5.4% | +23.2% | -28.6% | -9.7% |
| YTD | -8.1% | -1.0% | -7.1% | -9.2% |
| 1Y | -3.1% | -9.9% | +6.8% | -2.6% |
| All | +88.7% | +99.4% | -10.7% | +58.8% |
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