-46.7%
TOST vs BAX
-66.7%
+19.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.8% | +1.8% | -0.9% |
| 7D | -0.9% | -2.4% | +1.5% | -0.2% |
| 30D | -3.5% | -9.7% | +6.3% | -0.6% |
| 3M | +38.1% | +29.3% | +8.9% | +28.4% |
| 6M | +9.9% | +40.7% | -30.8% | -0.9% |
| YTD | -6.3% | +30.3% | -36.5% | -14.3% |
| 1Y | -18.3% | +3.4% | -21.7% | -20.4% |
| 3Y | +59.7% | -32.0% | +91.8% | +71.4% |
| All | -46.7% | -66.7% | +19.9% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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