+45.4%
BAC vs TOST
-45.8%
+91.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +5.5% | -1.5% | +3.2% |
| 7D | +1.5% | +10.7% | -9.2% | 0.0% |
| 30D | -4.4% | +17.7% | -22.1% | -6.7% |
| 3M | -17.5% | +4.6% | -22.1% | -18.2% |
| 6M | -0.1% | +20.3% | -20.3% | -3.5% |
| YTD | -4.6% | -0.4% | -4.2% | -5.8% |
| 1Y | -1.5% | -0.8% | -0.8% | -2.9% |
| 3Y | +95.2% | +102.2% | -7.0% | +71.4% |
| 5Y | +23.3% | -41.3% | +64.6% | +6.1% |
| All | +45.4% | -45.8% | +91.2% | +25.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling