-1.9%
TOST vs BIYA
-99.9%
+98.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.9% | -5.6% | -0.7% |
| 7D | +3.0% | -4.1% | +7.0% | +3.0% |
| 30D | +10.3% | -35.5% | +45.8% | +10.3% |
| 3M | -3.3% | -56.3% | +53.0% | -3.2% |
| 6M | +37.8% | -88.7% | +126.5% | +37.1% |
| YTD | -2.8% | -97.0% | +94.2% | -3.1% |
| 1Y | -9.6% | -98.7% | +89.1% | -10.0% |
| All | -1.9% | -99.9% | +98.0% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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