+4.4%
BKR vs TOST
-11.6%
+16.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -1.3% |
| 7D | +6.3% | -4.7% | +10.9% | +5.6% |
| 30D | -13.0% | +8.5% | -21.5% | -12.1% |
| 3M | -23.6% | -1.6% | -22.0% | -23.5% |
| 6M | -24.5% | +44.1% | -68.6% | -20.9% |
| YTD | +9.0% | -5.6% | +14.6% | +11.8% |
| 1Y | +4.4% | -12.6% | +17.0% | +9.0% |
| All | +4.4% | -11.6% | +16.1% | +9.0% |
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