+103.2%
TOST vs BBWI
-28.0%
+131.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.7% |
| 7D | +9.4% | -6.2% | +15.6% | +11.0% |
| 30D | +13.5% | +19.9% | -6.4% | +8.8% |
| 3M | -0.1% | +7.1% | -7.3% | -2.4% |
| 6M | +22.5% | +13.7% | +8.8% | +17.3% |
| YTD | -2.4% | +9.6% | -12.0% | -6.6% |
| 1Y | -4.7% | -1.6% | -3.1% | -7.2% |
| 3Y | +103.2% | -25.9% | +129.1% | +97.3% |
| All | +103.2% | -28.0% | +131.3% | +97.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling