-27.7%
TOST vs BTI
+153.9%
-181.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.4% | +2.1% | +3.2% |
| 7D | 0.0% | +1.6% | -1.6% | -0.3% |
| 30D | +16.2% | +9.2% | +7.0% | +14.1% |
| 3M | -1.5% | +9.6% | -11.2% | -3.4% |
| 6M | +55.3% | -2.4% | +57.8% | +55.5% |
| YTD | -2.3% | +14.2% | -16.6% | -6.6% |
| 1Y | -5.5% | +20.3% | -25.8% | -11.1% |
| 3Y | +151.1% | +147.4% | +3.7% | +76.8% |
| All | -27.7% | +153.9% | -181.6% | -56.3% |
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 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