-45.4%
TOST vs BBWI
-61.9%
+16.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | -3.6% | -7.7% | +4.1% | -0.9% |
| 30D | +8.9% | +24.8% | -15.9% | +0.3% |
| 3M | -2.2% | +16.2% | -18.5% | -8.6% |
| 6M | +41.0% | +15.8% | +25.1% | +30.3% |
| YTD | -4.0% | +11.4% | -15.4% | -12.0% |
| 1Y | -9.6% | +3.2% | -12.8% | -16.6% |
| 3Y | +141.7% | -23.5% | +165.2% | +125.5% |
| 5Y | -29.5% | -67.4% | +37.9% | +15.4% |
| All | -45.4% | -61.9% | +16.4% | -14.7% |
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