+39.2%
BKR vs TOST
-20.0%
+59.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.7% | -3.4% | +5.2% | +1.5% |
| 30D | +3.3% | -2.4% | +5.8% | +3.2% |
| 3M | -3.6% | +34.6% | -38.2% | -1.2% |
| 6M | +5.0% | +15.2% | -10.2% | +7.5% |
| YTD | +40.9% | -4.4% | +45.3% | +45.0% |
| 1Y | +39.2% | -17.4% | +56.7% | +41.1% |
| All | +39.2% | -20.0% | +59.3% | +41.1% |
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