-9.6%
TOST vs BTI
+15.3%
-24.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.2% |
| 7D | -3.6% | -3.0% | -0.5% | -3.7% |
| 30D | +8.9% | +9.8% | -0.9% | +9.9% |
| 3M | -2.2% | +9.2% | -11.4% | -1.6% |
| 6M | +41.0% | +4.0% | +36.9% | +40.7% |
| YTD | -4.0% | +12.7% | -16.7% | -2.6% |
| 1Y | -9.6% | +15.9% | -25.5% | -9.5% |
| All | -9.6% | +15.3% | -24.9% | -9.5% |
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