+103.2%
TOST vs BAX
-19.9%
+123.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +9.4% | +12.1% | -2.7% | +6.3% |
| 30D | +13.5% | +7.6% | +5.9% | +11.4% |
| 3M | -0.1% | -4.5% | +4.3% | +0.8% |
| 6M | +22.5% | +52.0% | -29.6% | +10.7% |
| YTD | -2.4% | +35.1% | -37.5% | -10.1% |
| 1Y | -4.7% | +43.7% | -48.4% | -13.6% |
| 3Y | +103.2% | -20.9% | +124.2% | +85.4% |
| All | +103.2% | -19.9% | +123.2% | +85.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling