-5.5%
TOST vs BTG
+17.5%
-23.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.5% |
| 7D | 0.0% | -9.1% | +9.1% | +0.4% |
| 30D | +16.2% | -1.6% | +17.8% | +16.1% |
| 3M | -1.5% | -2.8% | +1.3% | -1.6% |
| 6M | +55.3% | -7.6% | +62.9% | +55.4% |
| YTD | -2.3% | +10.2% | -12.6% | -6.1% |
| 1Y | -5.5% | +21.3% | -26.8% | -11.4% |
| All | -5.5% | +17.5% | -23.1% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling