-45.7%
TOST vs BTG
+87.0%
-132.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | -3.4% | -0.9% | -2.5% | -3.3% |
| 30D | -2.4% | +36.8% | -39.3% | -9.2% |
| 3M | +34.6% | +23.1% | +11.5% | +27.6% |
| 6M | +15.2% | +3.5% | +11.7% | +12.3% |
| YTD | -4.4% | +25.5% | -29.9% | -12.8% |
| 1Y | -17.4% | +40.1% | -57.5% | -28.6% |
| 3Y | +54.5% | +101.1% | -46.7% | +13.9% |
| All | -45.7% | +87.0% | -132.7% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling