-45.4%
TOST vs BAX
-64.7%
+19.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | +8.9% | +6.3% | +2.6% | +6.9% |
| 3M | -2.2% | -4.6% | +2.3% | -1.1% |
| 6M | +41.0% | +50.4% | -9.4% | +25.2% |
| YTD | -4.0% | +38.0% | -42.0% | -13.8% |
| 1Y | -9.6% | +44.6% | -54.2% | -20.0% |
| 3Y | +141.7% | -15.1% | +156.8% | +140.6% |
| 5Y | -29.5% | -63.3% | +33.8% | -12.0% |
| All | -45.4% | -64.7% | +19.2% | -31.0% |
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