+55.6%
TOST vs BTDR
+0.5%
+55.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.9% | -3.9% | -0.3% |
| 7D | -3.4% | +20.0% | -23.4% | -5.2% |
| 30D | -2.4% | +11.9% | -14.4% | -4.2% |
| 3M | +34.6% | -36.9% | +71.5% | +38.9% |
| 6M | +15.2% | +56.5% | -41.3% | +6.1% |
| YTD | -4.4% | +10.4% | -14.8% | -9.2% |
| 1Y | -17.4% | +3.1% | -20.5% | -23.2% |
| All | +55.6% | +0.5% | +55.1% | +19.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling