-0.8%
TOST vs BTDR
-69.9%
+69.1%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -5.6% | +11.1% | +5.7% |
| 7D | +10.7% | -17.6% | +28.3% | +11.6% |
| 30D | +17.7% | -40.3% | +58.0% | +20.3% |
| 3M | +4.6% | -42.6% | +47.2% | +6.7% |
| 6M | +20.3% | -46.3% | +66.6% | +21.0% |
| YTD | -0.4% | -41.7% | +41.4% | -1.0% |
| 1Y | -0.8% | -69.4% | +68.6% | +3.7% |
| All | -0.8% | -69.9% | +69.1% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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