-48.6%
TOST vs BBIO
+43.4%
-92.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -5.4% | -3.2% | -2.2% | -4.8% |
| 30D | -5.7% | -13.6% | +7.9% | -3.1% |
| 3M | +30.1% | +7.2% | +22.9% | +27.8% |
| 6M | +11.9% | +1.5% | +10.4% | +10.7% |
| YTD | -9.5% | -5.3% | -4.3% | -10.0% |
| 1Y | -21.3% | +37.7% | -59.0% | -27.6% |
| 3Y | +50.7% | +153.9% | -103.3% | +18.0% |
| All | -48.6% | +43.4% | -92.0% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBIO.
Daily Out/Under-Performance
Portfolio return minus BBIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBIO 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 BBIO 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