-4.7%
TOST vs BIL
+3.3%
-8.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.1% |
| 7D | +9.4% | -0.3% | +9.7% | +7.2% |
| 30D | +13.5% | 0.0% | +13.5% | +6.7% |
| 3M | -0.1% | +0.6% | -0.8% | -11.6% |
| 6M | +22.5% | +1.5% | +20.9% | -2.0% |
| YTD | -2.4% | +2.8% | -5.1% | -29.3% |
| 1Y | -4.7% | +3.3% | -8.0% | -40.9% |
| All | -4.7% | +3.3% | -8.0% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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