-44.5%
TOST vs BAH
+20.2%
-64.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.1% | -0.1% |
| 7D | +9.4% | -3.5% | +13.0% | +10.6% |
| 30D | +13.5% | +24.3% | -10.8% | +6.2% |
| 3M | -0.1% | +16.3% | -16.5% | -5.0% |
| 6M | +22.5% | +13.6% | +8.9% | +16.9% |
| YTD | -2.4% | +3.5% | -5.9% | -4.7% |
| 1Y | -4.7% | +2.7% | -7.4% | -7.0% |
| 3Y | +103.2% | -26.6% | +129.8% | +107.0% |
| 5Y | -41.2% | +8.5% | -49.8% | -52.3% |
| All | -44.5% | +20.2% | -64.7% | -59.4% |
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