-44.5%
TOST vs BTG
+80.6%
-125.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.9% |
| 6M | +22.5% | +21.6% | +0.9% | +14.9% |
| YTD | -2.4% | +21.2% | -23.6% | -10.7% |
| 1Y | -4.7% | +43.9% | -48.6% | -17.0% |
| 3Y | +103.2% | +78.6% | +24.6% | +54.8% |
| 5Y | -41.2% | +48.8% | -90.0% | -55.9% |
| All | -44.5% | +80.6% | -125.2% | -63.9% |
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