-9.4%
BITO vs TOST
-38.4%
+29.1%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.4% |
| 7D | +1.1% | -4.7% | +5.7% | +2.4% |
| 30D | +21.8% | -9.1% | +30.8% | +24.9% |
| 3M | +25.0% | +29.8% | -4.8% | +15.7% |
| 6M | +11.3% | +10.0% | +1.3% | +6.9% |
| YTD | -12.7% | -8.6% | -4.1% | -12.1% |
| 1Y | -32.3% | -20.7% | -11.6% | -29.4% |
| 3Y | +150.3% | +55.7% | +94.6% | +107.9% |
| All | -9.4% | -38.4% | +29.1% | -21.0% |
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