-46.7%
TOST vs BBY
+3.6%
-50.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.4% |
| 7D | -0.9% | +8.1% | -9.0% | -5.3% |
| 30D | -3.5% | +8.9% | -12.4% | -8.3% |
| 3M | +38.1% | +22.0% | +16.1% | +22.6% |
| 6M | +9.9% | +37.8% | -27.9% | -10.7% |
| YTD | -6.3% | +37.3% | -43.6% | -24.3% |
| 1Y | -18.3% | +21.6% | -39.9% | -29.4% |
| 3Y | +59.7% | +41.5% | +18.2% | +10.9% |
| All | -46.7% | +3.6% | -50.4% | -52.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling