-44.8%
TOST vs BBY
+22.1%
-66.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | +0.4% |
| 7D | +3.0% | +10.9% | -7.9% | -3.0% |
| 30D | +10.3% | +19.6% | -9.4% | -0.7% |
| 3M | -3.3% | +27.6% | -30.9% | -16.6% |
| 6M | +37.8% | +79.4% | -41.6% | -3.7% |
| YTD | -2.8% | +61.7% | -64.5% | -28.9% |
| 1Y | -9.6% | +40.3% | -49.9% | -28.0% |
| 3Y | +144.6% | +87.9% | +56.8% | +38.5% |
| 5Y | -31.0% | +0.2% | -31.2% | -42.8% |
| All | -44.8% | +22.1% | -66.8% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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