-46.7%
TOST vs BTDR
+27.6%
-74.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.3% | -2.2% |
| 7D | -0.9% | +22.4% | -23.3% | -2.8% |
| 30D | -3.5% | +16.5% | -19.9% | -5.4% |
| 3M | +38.1% | -31.5% | +69.6% | +41.0% |
| 6M | +9.9% | +74.0% | -64.1% | +1.1% |
| YTD | -6.3% | +13.0% | -19.3% | -10.6% |
| 1Y | -18.3% | -0.2% | -18.1% | -23.0% |
| 3Y | +59.7% | +9.9% | +49.9% | +35.0% |
| All | -46.7% | +27.6% | -74.3% | -55.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling