+56.7%
TOST vs BWA
+71.5%
-14.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -0.5% |
| 7D | -3.4% | +5.7% | -9.1% | -4.4% |
| 30D | -2.4% | +1.4% | -3.8% | -2.8% |
| 3M | +34.6% | -12.1% | +46.7% | +37.7% |
| 6M | +15.2% | +28.6% | -13.4% | +6.1% |
| YTD | -4.4% | +51.1% | -55.5% | -20.1% |
| 1Y | -17.4% | +55.9% | -73.3% | -32.1% |
| All | +56.7% | +71.5% | -14.8% | +13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling