-44.8%
TOST vs BAX
-64.6%
+19.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +3.0% | +3.6% | -0.7% | +1.9% |
| 30D | +10.3% | +8.5% | +1.8% | +7.6% |
| 3M | -3.3% | -4.9% | +1.6% | -2.1% |
| 6M | +37.8% | +47.0% | -9.2% | +23.1% |
| YTD | -2.8% | +38.4% | -41.2% | -12.8% |
| 1Y | -9.6% | +49.1% | -58.7% | -20.7% |
| 3Y | +144.6% | -14.9% | +159.5% | +143.3% |
| 5Y | -31.0% | -63.1% | +32.1% | -14.0% |
| All | -44.8% | -64.6% | +19.8% | -30.2% |
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