-83.9%
RIVN vs TOST
-38.5%
-45.4%
-95.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.9% | +4.7% | +3.8% |
| 7D | +4.1% | -0.9% | +5.0% | +4.5% |
| 30D | +1.1% | -3.5% | +4.5% | +2.7% |
| 3M | -4.0% | +38.1% | -42.1% | -19.6% |
| 6M | +5.2% | +9.9% | -4.7% | -2.7% |
| YTD | -18.0% | -6.3% | -11.7% | -18.1% |
| 1Y | +15.6% | -18.3% | +33.9% | +23.6% |
| 3Y | -30.0% | +59.7% | -89.7% | -53.6% |
| All | -83.9% | -38.5% | -45.4% | -86.5% |
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