-45.7%
TOST vs BWA
+95.0%
-140.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.1% |
| 7D | -3.4% | +5.7% | -9.1% | -5.7% |
| 30D | -2.4% | +1.4% | -3.8% | -3.3% |
| 3M | +34.6% | -12.1% | +46.7% | +40.9% |
| 6M | +15.2% | +28.6% | -13.4% | -1.9% |
| YTD | -4.4% | +51.1% | -55.5% | -29.4% |
| 1Y | -17.4% | +55.9% | -73.3% | -40.5% |
| 3Y | +54.5% | +70.1% | -15.7% | +1.2% |
| All | -45.7% | +95.0% | -140.7% | -70.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling