-44.4%
TOST vs BTI
+144.1%
-188.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.6% |
| 7D | +4.0% | -2.9% | +7.0% | +4.7% |
| 30D | +11.1% | +8.3% | +2.8% | +9.4% |
| 3M | +0.8% | +2.9% | -2.1% | +0.2% |
| 6M | +38.8% | +6.2% | +32.6% | +36.4% |
| YTD | -2.1% | +10.9% | -13.0% | -5.6% |
| 1Y | -6.0% | +16.6% | -22.6% | -10.8% |
| 3Y | +149.8% | +142.2% | +7.5% | +79.2% |
| 5Y | -42.8% | +151.3% | -194.1% | -59.6% |
| All | -44.4% | +144.1% | -188.5% | -60.9% |
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