-45.4%
TOST vs BWA
+48.0%
-93.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.9% |
| 7D | -3.6% | +1.7% | -5.3% | -4.5% |
| 30D | +8.9% | -14.6% | +23.5% | +15.9% |
| 3M | -2.2% | -26.2% | +24.0% | +10.2% |
| 6M | +41.0% | -18.4% | +59.4% | +48.7% |
| YTD | -4.0% | +14.7% | -18.6% | -20.9% |
| 1Y | -9.6% | +13.3% | -22.9% | -25.0% |
| 3Y | +141.7% | +64.7% | +77.0% | +48.7% |
| 5Y | -29.5% | +32.2% | -61.7% | -55.5% |
| All | -45.4% | +48.0% | -93.4% | -66.7% |
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