-44.5%
TOST vs BWA
+46.9%
-91.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | 0.0% | +4.3% | -4.2% | -1.8% |
| 30D | +16.2% | -13.0% | +29.2% | +22.7% |
| 3M | -1.5% | -24.8% | +23.3% | +10.0% |
| 6M | +55.3% | -23.5% | +78.8% | +69.3% |
| YTD | -2.3% | +13.8% | -16.2% | -19.3% |
| 1Y | -5.5% | +13.4% | -19.0% | -21.9% |
| 3Y | +151.1% | +62.8% | +88.4% | +55.6% |
| 5Y | -27.9% | +28.5% | -56.4% | -54.0% |
| All | -44.5% | +46.9% | -91.4% | -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