-45.7%
TOST vs BAX
-65.4%
+19.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.2% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | -2.4% | -5.5% | +3.0% | -0.9% |
| 3M | +34.6% | +33.5% | +1.1% | +23.9% |
| 6M | +15.2% | +35.9% | -20.7% | +4.9% |
| YTD | -4.4% | +35.4% | -39.7% | -13.5% |
| 1Y | -17.4% | +9.8% | -27.2% | -20.9% |
| 3Y | +54.5% | -32.7% | +87.2% | +67.2% |
| All | -45.7% | -65.4% | +19.7% | -30.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling