-48.1%
TOST vs BTG
+84.6%
-132.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.9% |
| 7D | -4.7% | +2.4% | -7.1% | -5.2% |
| 30D | -9.1% | +9.5% | -18.6% | -10.9% |
| 3M | +29.8% | +38.5% | -8.7% | +19.9% |
| 6M | +10.0% | +5.6% | +4.4% | +6.7% |
| YTD | -8.6% | +23.9% | -32.5% | -16.4% |
| 1Y | -20.7% | +32.1% | -52.8% | -30.3% |
| 3Y | +55.7% | +103.2% | -47.5% | +14.2% |
| All | -48.1% | +84.6% | -132.7% | -66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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