-44.8%
TOST vs BWA
+45.6%
-90.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | +0.1% |
| 7D | +3.0% | -2.4% | +5.4% | +3.7% |
| 30D | +10.3% | -17.7% | +28.0% | +19.2% |
| 3M | -3.3% | -27.0% | +23.7% | +9.4% |
| 6M | +37.8% | -17.3% | +55.1% | +44.2% |
| YTD | -2.8% | +12.9% | -15.6% | -19.4% |
| 1Y | -9.6% | +12.9% | -22.5% | -25.1% |
| 3Y | +144.6% | +62.1% | +82.5% | +51.6% |
| 5Y | -31.0% | +30.7% | -61.7% | -56.3% |
| All | -44.8% | +45.6% | -90.4% | -66.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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