-0.8%
TOST vs BTSG
+111.7%
-112.5%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.5% | +5.5% |
| 7D | +10.7% | +17.4% | -6.7% | +7.4% |
| 30D | +17.7% | +12.6% | +5.2% | +15.0% |
| 3M | +4.6% | +11.2% | -6.6% | +2.3% |
| 6M | +20.3% | +30.4% | -10.1% | +9.9% |
| YTD | -0.4% | +86.4% | -86.8% | -21.6% |
| 1Y | -0.8% | +117.9% | -118.7% | -29.6% |
| All | -0.8% | +111.7% | -112.5% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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