+203.9%
BKR vs TOST
-48.0%
+251.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.7% | -3.4% | +5.2% | +2.1% |
| 30D | +3.3% | -2.4% | +5.8% | +3.5% |
| 3M | -3.6% | +34.6% | -38.2% | -6.6% |
| 6M | +5.0% | +15.2% | -10.2% | +3.0% |
| YTD | +40.9% | -4.4% | +45.3% | +40.6% |
| 1Y | +39.2% | -17.4% | +56.7% | +40.9% |
| 3Y | +83.7% | +54.5% | +29.3% | +71.8% |
| All | +203.9% | -48.0% | +251.8% | +209.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling