-44.4%
TOST vs BBWI
-61.8%
+17.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.4% |
| 7D | +4.0% | -6.2% | +10.2% | +6.3% |
| 30D | +11.1% | +25.5% | -14.4% | +2.1% |
| 3M | +0.8% | +8.0% | -7.1% | -3.2% |
| 6M | +38.8% | +12.7% | +26.1% | +29.6% |
| YTD | -2.1% | +11.6% | -13.7% | -10.4% |
| 1Y | -6.0% | -0.9% | -5.1% | -11.7% |
| 3Y | +149.8% | -22.7% | +172.5% | +131.8% |
| 5Y | -42.8% | -67.2% | +24.4% | -6.5% |
| All | -44.4% | -61.8% | +17.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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