+144.6%
TOST vs BBY
+90.9%
+53.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.3% | 0.0% |
| 7D | +3.0% | +10.9% | -7.9% | -0.9% |
| 30D | +10.3% | +19.6% | -9.4% | +3.2% |
| 3M | -3.3% | +27.6% | -30.9% | -11.8% |
| 6M | +37.8% | +79.4% | -41.6% | +10.5% |
| YTD | -2.8% | +61.7% | -64.5% | -19.6% |
| 1Y | -9.6% | +40.3% | -49.9% | -21.1% |
| 3Y | +144.6% | +87.9% | +56.8% | +69.7% |
| All | +144.6% | +90.9% | +53.7% | +69.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling