-18.3%
TOST vs BTSG
+154.4%
-172.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -5.0% | -2.5% |
| 7D | -0.9% | +5.7% | -6.6% | -1.9% |
| 30D | -3.5% | +0.2% | -3.7% | -3.6% |
| 3M | +38.1% | +5.6% | +32.5% | +34.6% |
| 6M | +9.9% | +50.8% | -40.9% | -4.1% |
| YTD | -6.3% | +67.0% | -73.3% | -20.6% |
| 1Y | -18.3% | +145.5% | -163.8% | -32.7% |
| All | -18.3% | +154.4% | -172.7% | -32.7% |
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