-18.3%
TOST vs BTI
+3.8%
-22.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -2.0% |
| 7D | -0.9% | -1.4% | +0.5% | -1.0% |
| 30D | -3.5% | -7.0% | +3.6% | -4.4% |
| 3M | +38.1% | -6.3% | +44.5% | +37.4% |
| 6M | +9.9% | -2.0% | +11.9% | +9.9% |
| YTD | -6.3% | +0.2% | -6.4% | -8.1% |
| 1Y | -18.3% | +3.8% | -22.1% | -19.8% |
| All | -18.3% | +3.8% | -22.1% | -19.8% |
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