+134.9%
BKR vs TOST
-48.6%
+183.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.0% |
| 7D | +6.3% | -4.7% | +10.9% | +6.7% |
| 30D | -13.0% | +8.5% | -21.5% | -13.9% |
| 3M | -23.6% | -1.6% | -22.0% | -23.7% |
| 6M | -24.5% | +44.1% | -68.6% | -27.6% |
| YTD | +9.0% | -5.6% | +14.6% | +8.6% |
| 1Y | +4.4% | -12.6% | +17.0% | +4.9% |
| 3Y | +51.4% | +137.6% | -86.1% | +36.2% |
| 5Y | +124.4% | -30.4% | +154.8% | +121.1% |
| All | +134.9% | -48.6% | +183.6% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling