-12.6%
TOST vs BTDR
-60.5%
+47.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -12.8% | +11.1% | -1.2% |
| 7D | -4.7% | +15.4% | -20.1% | -5.3% |
| 30D | +8.5% | -33.4% | +42.0% | +10.3% |
| 3M | -1.6% | -32.0% | +30.5% | -0.6% |
| 6M | +44.1% | -52.2% | +96.3% | +46.3% |
| YTD | -5.6% | -45.3% | +39.7% | -6.5% |
| 1Y | -12.6% | -56.0% | +43.5% | -11.7% |
| All | -12.6% | -60.5% | +47.9% | -11.7% |
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