-43.8%
TOST vs BAX
-65.6%
+21.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | +0.3% |
| 7D | +11.6% | +9.1% | +2.5% | +8.8% |
| 30D | +16.2% | +5.3% | +10.9% | +14.4% |
| 3M | +1.0% | -6.1% | +7.1% | +2.7% |
| 6M | +23.2% | +53.3% | -30.1% | +8.7% |
| YTD | -1.0% | +34.4% | -35.4% | -10.4% |
| 1Y | -9.9% | +43.2% | -53.1% | -20.1% |
| 3Y | +101.0% | -20.1% | +121.2% | +104.4% |
| 5Y | -40.4% | -63.7% | +23.3% | -25.2% |
| All | -43.8% | -65.6% | +21.8% | -28.3% |
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