+19.7%
BAC vs TOST
-41.7%
+61.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.5% |
| 7D | -2.7% | +11.6% | -14.3% | -4.3% |
| 30D | -8.0% | +16.2% | -24.2% | -10.2% |
| 3M | -20.9% | +1.0% | -22.0% | -21.2% |
| 6M | -5.4% | +23.2% | -28.6% | -9.0% |
| YTD | -8.1% | -1.0% | -7.1% | -9.1% |
| 1Y | -3.1% | -9.9% | +6.8% | -2.9% |
| 3Y | +88.1% | +101.0% | -12.9% | +64.1% |
| 5Y | +19.7% | -40.4% | +60.1% | +2.7% |
| All | +19.7% | -41.7% | +61.4% | +2.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling