-20.9%
BITO vs TOST
-34.2%
+13.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.5% | -7.0% | -4.5% |
| 7D | -9.2% | 0.0% | -9.3% | -9.3% |
| 30D | -15.9% | +16.2% | -32.1% | -19.5% |
| 3M | +7.3% | -1.5% | +8.9% | +7.3% |
| 6M | -15.2% | +55.3% | -70.5% | -25.8% |
| YTD | -23.8% | -2.3% | -21.4% | -24.9% |
| 1Y | -32.2% | -5.5% | -26.7% | -32.7% |
| 3Y | +55.1% | +151.1% | -96.0% | +14.0% |
| 5Y | -16.7% | -27.9% | +11.3% | -29.4% |
| All | -20.9% | -34.2% | +13.4% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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