Loss of alpha particles from compact torsatron reactors with M = 6, 9, and 12, where M is the number of field periods, is studied. The direct loss is a relatively weak function of radius and energy and varies from ≃33% for M = 6 to ≃18% for M = 12. Loss of alpha particles through scattering into the loss region is calculated using the Fokker-Planck equation and is found to contribute an additional alpha-particle energy loss of ≃15%. The consequences of these relatively large losses for torsatron reactor design are discussed. A figure of merit that characterizes the orbit confinement for a magnetic configuration is deduced and used to show how the direct alpha-particle losses might be reduced.