+55.6%
TOST vs BTI
+114.2%
-58.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.1% |
| 7D | -3.4% | -1.4% | -2.0% | -3.3% |
| 30D | -2.4% | -6.6% | +4.2% | -2.2% |
| 3M | +34.6% | -3.0% | +37.6% | +34.9% |
| 6M | +15.2% | -6.7% | +21.9% | +15.3% |
| YTD | -4.4% | +0.6% | -5.0% | -5.6% |
| 1Y | -17.4% | +5.6% | -23.0% | -19.3% |
| All | +55.6% | +114.2% | -58.6% | +16.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling