+29.7%
RCL vs TOST
-10.2%
+40.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.0% |
| 7D | +0.6% | -3.6% | +4.2% | +1.7% |
| 30D | +19.4% | +8.9% | +10.5% | +16.5% |
| 3M | +9.8% | -2.2% | +12.0% | +10.2% |
| 6M | +28.6% | +41.0% | -12.3% | +16.1% |
| YTD | +22.2% | -4.0% | +26.1% | +21.0% |
| 1Y | +29.7% | -9.6% | +39.3% | +32.3% |
| All | +29.7% | -10.2% | +40.0% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling