+9.7%
BKR vs TOST
+2.2%
+7.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +5.5% | -11.0% | -4.9% |
| 7D | -8.8% | +10.7% | -19.5% | -7.7% |
| 30D | -13.1% | +17.7% | -30.8% | -11.6% |
| 3M | -18.9% | +4.6% | -23.5% | -18.2% |
| 6M | -27.2% | +20.3% | -47.5% | -24.7% |
| YTD | +10.7% | -0.4% | +11.1% | +15.1% |
| 1Y | +9.7% | -0.8% | +10.4% | +14.0% |
| All | +9.7% | +2.2% | +7.5% | +14.0% |
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