-7.4%
BITO vs TOST
-35.6%
+28.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.5% | -2.5% |
| 7D | +2.9% | -3.4% | +6.3% | +3.8% |
| 30D | +22.6% | -2.4% | +25.0% | +23.3% |
| 3M | +24.7% | +34.6% | -10.0% | +14.2% |
| 6M | +7.5% | +15.2% | -7.7% | +1.8% |
| YTD | -10.8% | -4.4% | -6.4% | -11.3% |
| 1Y | -29.9% | -17.4% | -12.5% | -27.7% |
| 3Y | +158.9% | +54.5% | +104.5% | +115.5% |
| All | -7.4% | -35.6% | +28.2% | -20.3% |
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