+144.6%
TOST vs BAX
-15.3%
+160.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | +3.0% | +3.6% | -0.7% | +2.0% |
| 30D | +10.3% | +8.5% | +1.8% | +8.0% |
| 3M | -3.3% | -4.9% | +1.6% | -2.3% |
| 6M | +37.8% | +47.0% | -9.2% | +25.9% |
| YTD | -2.8% | +38.4% | -41.2% | -10.8% |
| 1Y | -9.6% | +49.1% | -58.7% | -18.5% |
| 3Y | +144.6% | -14.9% | +159.5% | +140.7% |
| All | +144.6% | -15.3% | +160.0% | +140.7% |
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