-4.7%
TOST vs BTI
+19.1%
-23.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -1.5% |
| 7D | +9.4% | -1.0% | +10.5% | +9.4% |
| 30D | +13.5% | +13.0% | +0.5% | +14.8% |
| 3M | -0.1% | +5.3% | -5.5% | -0.3% |
| 6M | +22.5% | +5.3% | +17.2% | +22.9% |
| YTD | -2.4% | +12.4% | -14.8% | -1.4% |
| 1Y | -4.7% | +18.9% | -23.6% | -6.3% |
| All | -4.7% | +19.1% | -23.8% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling