-45.4%
TOST vs BTI
+148.0%
-193.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.3% |
| 7D | -3.6% | -3.0% | -0.5% | -3.0% |
| 30D | +8.9% | +9.8% | -0.9% | +6.9% |
| 3M | -2.2% | +9.2% | -11.4% | -3.9% |
| 6M | +41.0% | +4.0% | +36.9% | +39.2% |
| YTD | -4.0% | +12.7% | -16.7% | -7.7% |
| 1Y | -9.6% | +15.9% | -25.5% | -13.9% |
| 3Y | +141.7% | +148.9% | -7.3% | +71.9% |
| 5Y | -29.5% | +152.8% | -182.2% | -50.5% |
| All | -45.4% | +148.0% | -193.4% | -61.7% |
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