-44.5%
TOST vs BBWI
-62.4%
+17.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.5% | +2.0% | +2.9% |
| 7D | 0.0% | +0.1% | -0.1% | 0.0% |
| 30D | +16.2% | +12.9% | +3.3% | +11.1% |
| 3M | -1.5% | +16.0% | -17.5% | -7.9% |
| 6M | +55.3% | +16.6% | +38.7% | +43.1% |
| YTD | -2.3% | +9.7% | -12.1% | -10.0% |
| 1Y | -5.5% | +1.5% | -7.0% | -12.3% |
| 3Y | +151.1% | -21.4% | +172.5% | +130.1% |
| 5Y | -27.9% | -67.6% | +39.6% | +18.0% |
| All | -44.5% | -62.4% | +17.9% | -12.7% |
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