-44.8%
TOST vs BBWI
-62.0%
+17.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +3.0% | -4.2% | +7.2% | +4.5% |
| 30D | +10.3% | +24.9% | -14.6% | +1.5% |
| 3M | -3.3% | +13.2% | -16.5% | -8.7% |
| 6M | +37.8% | +12.1% | +25.7% | +28.9% |
| YTD | -2.8% | +11.1% | -13.9% | -10.8% |
| 1Y | -9.6% | +0.7% | -10.3% | -15.7% |
| 3Y | +144.6% | -23.8% | +168.4% | +128.5% |
| 5Y | -31.0% | -66.9% | +36.0% | +12.0% |
| All | -44.8% | -62.0% | +17.2% | -13.5% |
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