-8.9%
TOST vs BWA
+15.7%
-24.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.4% | -5.1% | +1.0% |
| 7D | +4.0% | -0.6% | +4.6% | +4.0% |
| 30D | +11.1% | -16.1% | +27.1% | +8.7% |
| 3M | +0.8% | -24.6% | +25.5% | -2.9% |
| 6M | +38.8% | -15.7% | +54.5% | +36.4% |
| YTD | -2.1% | +15.1% | -17.2% | -10.9% |
| All | -8.9% | +15.7% | -24.6% | -17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling