-45.7%
TOST vs BBWI
-65.7%
+20.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.8% | -1.0% |
| 7D | -3.4% | +1.5% | -4.9% | -4.0% |
| 30D | -2.4% | -5.2% | +2.7% | -1.1% |
| 3M | +34.6% | +11.1% | +23.5% | +28.0% |
| 6M | +15.2% | -13.4% | +28.6% | +17.9% |
| YTD | -4.4% | +0.1% | -4.5% | -8.3% |
| 1Y | -17.4% | -36.1% | +18.7% | -6.6% |
| 3Y | +54.5% | -44.1% | +98.6% | +68.9% |
| All | -45.7% | -65.7% | +20.0% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling