-45.7%
TOST vs BTI
+121.3%
-167.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -3.4% | -1.4% | -2.0% | -3.2% |
| 30D | -2.4% | -6.6% | +4.2% | -1.3% |
| 3M | +34.6% | -3.0% | +37.6% | +35.1% |
| 6M | +15.2% | -6.7% | +21.9% | +15.9% |
| YTD | -4.4% | +0.6% | -5.0% | -6.1% |
| 1Y | -17.4% | +5.6% | -23.0% | -20.1% |
| 3Y | +54.5% | +110.3% | -55.9% | +14.9% |
| All | -45.7% | +121.3% | -167.0% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling