+103.2%
TOST vs BTG
+78.1%
+25.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.7% |
| 7D | +9.4% | +17.4% | -8.0% | +7.0% |
| 30D | +13.5% | +8.0% | +5.5% | +12.1% |
| 3M | -0.1% | +32.5% | -32.7% | -4.8% |
| 6M | +22.5% | +21.6% | +0.9% | +17.2% |
| YTD | -2.4% | +21.2% | -23.6% | -8.6% |
| 1Y | -4.7% | +43.9% | -48.6% | -14.3% |
| 3Y | +103.2% | +78.6% | +24.6% | +74.2% |
| All | +103.2% | +78.1% | +25.2% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling