+290.3%
RCL vs TOST
-48.6%
+339.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -1.7% | -2.2% | -3.4% |
| 7D | -0.2% | -4.7% | +4.4% | +1.3% |
| 30D | +14.4% | +8.5% | +5.9% | +11.3% |
| 3M | +5.2% | -1.6% | +6.7% | +5.4% |
| 6M | +26.1% | +44.1% | -18.0% | +11.2% |
| YTD | +17.4% | -5.6% | +23.0% | +16.8% |
| 1Y | +24.7% | -12.6% | +37.2% | +27.2% |
| 3Y | +250.9% | +137.6% | +113.4% | +150.8% |
| 5Y | +293.8% | -30.4% | +324.2% | +209.7% |
| All | +290.3% | -48.6% | +339.0% | +206.1% |
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