+15.2%
TOST vs BBY
+40.0%
-24.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.6% |
| 7D | -3.4% | +9.5% | -12.9% | -5.4% |
| 30D | -2.4% | +6.8% | -9.3% | -3.9% |
| 3M | +34.6% | +28.9% | +5.8% | +28.7% |
| 6M | +15.2% | +37.8% | -22.6% | +7.8% |
| All | +15.2% | +40.0% | -24.8% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling