+291.2%
RCL vs TOST
-46.1%
+337.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -2.9% |
| 7D | +3.9% | +11.6% | -7.7% | +0.4% |
| 30D | +11.8% | +16.2% | -4.5% | +6.3% |
| 3M | -0.8% | +1.0% | -1.9% | -1.6% |
| 6M | +23.6% | +23.2% | +0.4% | +14.0% |
| YTD | +17.6% | -1.0% | +18.6% | +15.3% |
| 1Y | +28.3% | -9.9% | +38.2% | +29.5% |
| 3Y | +261.4% | +101.0% | +160.4% | +171.0% |
| 5Y | +245.3% | -40.4% | +285.7% | +169.9% |
| All | +291.2% | -46.1% | +337.4% | +202.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling