-14.1%
BITO vs TOST
-34.0%
+20.0%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -2.4% | +4.0% | -6.4% | -3.4% |
| 30D | -9.5% | +11.1% | -20.6% | -12.3% |
| 3M | +13.5% | +0.8% | +12.6% | +12.7% |
| 6M | -8.6% | +38.8% | -47.4% | -17.5% |
| YTD | -17.2% | -2.1% | -15.1% | -18.5% |
| 1Y | -30.5% | -6.0% | -24.5% | -30.9% |
| 3Y | +69.2% | +149.8% | -80.6% | +24.6% |
| 5Y | -14.1% | -42.8% | +28.6% | -24.3% |
| All | -14.1% | -34.0% | +20.0% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling