+52.6%
BKR vs TOST
+146.3%
-93.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +0.9% |
| 7D | +3.8% | 0.0% | +3.7% | +3.8% |
| 30D | -10.3% | +16.2% | -26.5% | -11.9% |
| 3M | -21.7% | -1.5% | -20.2% | -21.7% |
| 6M | -23.8% | +55.3% | -79.1% | -28.2% |
| YTD | +10.3% | -2.3% | +12.6% | +10.5% |
| 1Y | +5.7% | -5.5% | +11.2% | +6.5% |
| 3Y | +52.6% | +151.1% | -98.5% | +32.5% |
| All | +52.6% | +146.3% | -93.7% | +32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling