-40.6%
TOST vs BTI
+155.8%
-196.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.7% |
| 7D | +9.4% | -1.0% | +10.5% | +9.7% |
| 30D | +13.5% | +13.0% | +0.5% | +10.8% |
| 3M | -0.1% | +5.3% | -5.5% | -1.3% |
| 6M | +22.5% | +5.3% | +17.2% | +20.5% |
| YTD | -2.4% | +12.4% | -14.8% | -6.2% |
| 1Y | -4.7% | +18.9% | -23.6% | -10.1% |
| 3Y | +103.2% | +144.0% | -40.8% | +43.9% |
| All | -40.6% | +155.8% | -196.4% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling