-44.5%
TOST vs BAX
-65.4%
+20.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | 0.0% | +0.1% | 0.0% | 0.0% |
| 30D | +16.2% | +4.1% | +12.1% | +14.7% |
| 3M | -1.5% | -4.5% | +3.0% | -0.4% |
| 6M | +55.3% | +49.2% | +6.1% | +38.2% |
| YTD | -2.3% | +35.2% | -37.6% | -11.8% |
| 1Y | -5.5% | +38.3% | -43.8% | -15.3% |
| 3Y | +151.1% | -19.0% | +170.2% | +154.1% |
| 5Y | -27.9% | -64.2% | +36.2% | -9.5% |
| All | -44.5% | -65.4% | +20.9% | -29.4% |
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