-48.6%
TOST vs BTI
+120.9%
-169.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -5.7% | -1.1% | -4.6% | -5.5% |
| 3M | +30.1% | -8.8% | +38.9% | +32.1% |
| 6M | +11.9% | -4.0% | +15.9% | +11.9% |
| YTD | -9.5% | +0.4% | -9.9% | -11.1% |
| 1Y | -21.3% | +1.9% | -23.2% | -23.1% |
| 3Y | +50.7% | +108.5% | -57.9% | +12.4% |
| All | -48.6% | +120.9% | -169.5% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 10y: compounded portfolio wealth divided by compounded BTI 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…
10y analysis · Full analysis span regression · 6 months rolling