-4.7%
TOST vs BIYA
-99.9%
+95.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.7% |
| 7D | -4.7% | +10.0% | -14.7% | -4.7% |
| 30D | +8.5% | -17.7% | +26.2% | +8.6% |
| 3M | -1.6% | -55.0% | +53.4% | -1.5% |
| 6M | +44.1% | -85.1% | +129.2% | +43.4% |
| YTD | -5.6% | -96.9% | +91.3% | -5.9% |
| 1Y | -12.6% | -98.5% | +85.9% | -13.0% |
| All | -4.7% | -99.9% | +95.1% | -1.0% |
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