-44.5%
TOST vs BWA
+40.9%
-85.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.5% |
| 7D | +9.4% | -5.5% | +14.9% | +11.8% |
| 30D | +13.5% | -21.7% | +35.2% | +25.4% |
| 3M | -0.1% | -25.6% | +25.5% | +12.0% |
| 6M | +22.5% | -17.4% | +39.9% | +27.3% |
| YTD | -2.4% | +9.2% | -11.6% | -17.9% |
| 1Y | -4.7% | +9.7% | -14.4% | -20.2% |
| 3Y | +103.2% | +54.6% | +48.6% | +29.3% |
| 5Y | -41.2% | +26.8% | -68.0% | -62.2% |
| All | -44.5% | +40.9% | -85.4% | -65.4% |
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