-46.4%
TOST vs BAH
+22.5%
-68.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -4.7% | -2.6% | -2.1% | -3.9% |
| 30D | +8.5% | +20.4% | -11.8% | +2.5% |
| 3M | -1.6% | +11.9% | -13.4% | -5.2% |
| 6M | +44.1% | +17.1% | +27.0% | +36.3% |
| YTD | -5.6% | +5.5% | -11.1% | -8.4% |
| 1Y | -12.6% | +5.6% | -18.2% | -15.4% |
| 3Y | +137.6% | -26.5% | +164.1% | +142.5% |
| 5Y | -30.4% | +6.5% | -36.8% | -42.9% |
| All | -46.4% | +22.5% | -68.9% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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