-48.9%
TOST vs BBY
+2.2%
-51.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | -5.9% | +0.7% | -6.6% | -6.2% |
| 30D | -8.4% | +5.8% | -14.2% | -11.5% |
| 3M | +31.4% | +18.0% | +13.4% | +18.9% |
| 6M | +10.5% | +39.8% | -29.3% | -11.1% |
| YTD | -10.1% | +35.4% | -45.5% | -26.8% |
| 1Y | -19.9% | +21.4% | -41.3% | -30.9% |
| 3Y | +53.3% | +39.5% | +13.7% | +7.3% |
| All | -48.9% | +2.2% | -51.1% | -54.5% |
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