-40.6%
TOST vs BBWI
-67.9%
+27.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.2% |
| 7D | +9.4% | -6.2% | +15.6% | +11.9% |
| 30D | +13.5% | +19.9% | -6.4% | +6.0% |
| 3M | -0.1% | +7.1% | -7.3% | -3.9% |
| 6M | +22.5% | +13.7% | +8.8% | +13.8% |
| YTD | -2.4% | +9.6% | -12.0% | -10.0% |
| 1Y | -4.7% | -1.6% | -3.1% | -10.3% |
| 3Y | +103.2% | -25.9% | +129.1% | +92.3% |
| All | -40.6% | -67.9% | +27.3% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling