-45.7%
TOST vs BBY
+4.7%
-50.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -1.7% |
| 7D | -3.4% | +9.5% | -12.9% | -8.4% |
| 30D | -2.4% | +6.8% | -9.3% | -6.4% |
| 3M | +34.6% | +28.9% | +5.8% | +15.7% |
| 6M | +15.2% | +37.8% | -22.6% | -6.5% |
| YTD | -4.4% | +38.7% | -43.1% | -23.3% |
| 1Y | -17.4% | +23.7% | -41.1% | -29.4% |
| 3Y | +54.5% | +39.1% | +15.3% | +9.0% |
| All | -45.7% | +4.7% | -50.4% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling