Skip to main content
Backtest a Tilt
The backtest uses the Tilt’s saved methodology. Set MONTHLY, QUARTERLY, SEMI_ANNUALLY, or ANNUALLY in rules.rebalancing_period when you apply construction. The date parameters select the analysis window; they do not change the cadence. Add benchmark for benchmark returns, relative performance, and risk statistics. Omit it for a portfolio-only result.

Authorizations

X-Api-Key
string
header
required

Path Parameters

tilt_uuid
string<uuid>
required

Query Parameters

start_date
string<date>

Start date. Defaults to 365 days before today.

end_date
string<date>

End date. Defaults to today.

benchmark
string

Optional benchmark ticker or supported canonical identifier, such as SPY. When supplied, the response includes benchmark returns, comparable period returns, and risk statistics. Omit for the portfolio-only response.

Minimum string length: 1

Response

Backtest levels, returns, scheduled membership changes, and optional benchmark analysis.

tilt
object
required
benchmark
object

Present only when the request includes benchmark.

summary
object

Present only when the request includes benchmark.

rebalance_events
object[]

Scheduled membership changes, not a complete realized transaction history.