-3.1%
TOST vs BIYA
-99.9%
+96.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.4% | -4.6% | -1.2% |
| 7D | -3.6% | +2.5% | -6.1% | -3.6% |
| 30D | +8.9% | -22.3% | +31.2% | +8.9% |
| 3M | -2.2% | -54.8% | +52.6% | -2.2% |
| 6M | +41.0% | -86.5% | +127.4% | +40.3% |
| YTD | -4.0% | -96.8% | +92.9% | -4.3% |
| 1Y | -9.6% | -98.6% | +89.0% | -10.0% |
| All | -3.1% | -99.9% | +96.8% | +0.7% |
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