-40.6%
TOST vs BTG
+47.1%
-87.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.5% | -3.9% | -1.9% |
| 7D | +9.4% | +17.4% | -8.0% | +6.0% |
| 30D | +13.5% | +8.0% | +5.5% | +11.5% |
| 3M | -0.1% | +32.5% | -32.7% | -6.8% |
| 6M | +22.5% | +21.6% | +0.9% | +15.0% |
| YTD | -2.4% | +21.2% | -23.6% | -10.6% |
| 1Y | -4.7% | +43.9% | -48.6% | -17.0% |
| 3Y | +103.2% | +78.6% | +24.6% | +54.9% |
| All | -40.6% | +47.1% | -87.7% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling