-44.4%
TOST vs BAH
+22.1%
-66.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | -0.2% |
| 7D | +4.0% | -1.5% | +5.5% | +4.5% |
| 30D | +11.1% | +17.3% | -6.2% | +5.7% |
| 3M | +0.8% | +14.9% | -14.0% | -3.7% |
| 6M | +38.8% | +14.2% | +24.6% | +32.3% |
| YTD | -2.1% | +5.1% | -7.2% | -4.9% |
| 1Y | -6.0% | +2.1% | -8.1% | -8.2% |
| 3Y | +149.8% | -26.0% | +175.8% | +154.1% |
| 5Y | -42.8% | +9.0% | -51.7% | -53.5% |
| All | -44.4% | +22.1% | -66.4% | -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