-32.3%
BITO vs TOST
-20.5%
-11.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.4% |
| 7D | +1.1% | -4.7% | +5.7% | +2.3% |
| 30D | +21.8% | -9.1% | +30.8% | +24.6% |
| 3M | +25.0% | +29.8% | -4.8% | +16.4% |
| 6M | +11.3% | +10.0% | +1.3% | +8.0% |
| YTD | -12.7% | -8.6% | -4.1% | -12.8% |
| 1Y | -32.3% | -20.7% | -11.6% | -29.1% |
| All | -32.3% | -20.5% | -11.8% | -29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling