+296.6%
RCL vs TOST
-46.9%
+343.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.4% | +2.8% | +1.8% |
| 7D | +6.5% | +9.4% | -2.9% | +3.5% |
| 30D | +15.9% | +13.5% | +2.4% | +11.1% |
| 3M | +2.7% | -0.1% | +2.8% | +2.3% |
| 6M | +15.2% | +22.5% | -7.2% | +6.5% |
| YTD | +19.2% | -2.4% | +21.6% | +17.4% |
| 1Y | +31.6% | -4.7% | +36.3% | +30.5% |
| 3Y | +274.2% | +103.2% | +171.0% | +179.5% |
| 5Y | +250.1% | -41.2% | +291.3% | +174.8% |
| All | +296.6% | -46.9% | +343.5% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling