+205.9%
BKR vs TOST
-49.0%
+254.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +0.9% |
| 7D | +0.4% | -0.9% | +1.3% | +0.5% |
| 30D | +3.9% | -3.5% | +7.3% | +4.1% |
| 3M | -1.1% | +38.1% | -39.2% | -4.4% |
| 6M | +7.6% | +9.9% | -2.3% | +6.0% |
| YTD | +41.9% | -6.3% | +48.1% | +41.8% |
| 1Y | +42.2% | -18.3% | +60.5% | +44.1% |
| 3Y | +84.3% | +59.7% | +24.5% | +71.8% |
| All | +205.9% | -49.0% | +254.9% | +211.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling