+69.2%
BITO vs TOST
+132.0%
-62.7%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -2.4% | +4.0% | -6.4% | -3.5% |
| 30D | -9.5% | +11.1% | -20.6% | -12.4% |
| 3M | +13.5% | +0.8% | +12.6% | +12.7% |
| 6M | -8.6% | +38.8% | -47.4% | -18.1% |
| YTD | -17.2% | -2.1% | -15.1% | -18.5% |
| 1Y | -30.5% | -6.0% | -24.5% | -30.8% |
| 3Y | +69.2% | +149.8% | -80.6% | +36.2% |
| All | +69.2% | +132.0% | -62.7% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling