-9.1%
BITO vs TOST
-36.9%
+27.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | +0.1% | -1.3% |
| 7D | +1.5% | -0.9% | +2.4% | +1.8% |
| 30D | +20.0% | -3.5% | +23.5% | +21.0% |
| 3M | +22.8% | +38.1% | -15.4% | +11.7% |
| 6M | +13.1% | +9.9% | +3.2% | +8.7% |
| YTD | -12.5% | -6.3% | -6.2% | -12.5% |
| 1Y | -32.6% | -18.3% | -14.3% | -30.3% |
| 3Y | +151.0% | +59.7% | +91.3% | +107.1% |
| All | -9.1% | -36.9% | +27.8% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling