-44.5%
TOST vs BTI
+147.3%
-191.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.7% |
| 7D | +9.4% | -1.0% | +10.5% | +9.7% |
| 30D | +13.5% | +13.0% | +0.5% | +10.8% |
| 3M | -0.1% | +5.3% | -5.5% | -1.2% |
| 6M | +22.5% | +5.3% | +17.2% | +20.6% |
| YTD | -2.4% | +12.4% | -14.8% | -6.1% |
| 1Y | -4.7% | +18.9% | -23.6% | -9.9% |
| 3Y | +103.2% | +144.0% | -40.8% | +45.8% |
| 5Y | -41.2% | +156.3% | -197.5% | -58.6% |
| All | -44.5% | +147.3% | -191.9% | -61.1% |
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