-40.6%
TOST vs BTDR
-39.7%
-0.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +13.3% | -14.7% | -2.5% |
| 7D | +9.4% | -10.4% | +19.8% | +10.0% |
| 30D | +13.5% | -42.2% | +55.6% | +18.3% |
| 3M | -0.1% | -42.8% | +42.7% | +3.3% |
| 6M | +22.5% | -60.2% | +82.6% | +29.1% |
| YTD | -2.4% | -46.3% | +44.0% | -1.4% |
| 1Y | -4.7% | -71.7% | +67.0% | +1.5% |
| 3Y | +103.2% | +54.6% | +48.6% | +75.4% |
| All | -40.6% | -39.7% | -0.8% | -47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling