+58.7%
RSP vs TOST
-47.1%
+105.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.7% | +3.0% | -2.2% | +0.3% |
| 30D | +3.7% | +10.3% | -6.6% | +2.2% |
| 3M | +0.7% | -3.3% | +4.0% | +0.9% |
| 6M | +9.0% | +37.8% | -28.8% | +3.6% |
| YTD | +16.7% | -2.8% | +19.5% | +15.7% |
| 1Y | +19.0% | -9.6% | +28.5% | +19.2% |
| 3Y | +64.7% | +144.6% | -79.9% | +39.6% |
| 5Y | +49.6% | -31.0% | +80.6% | +32.8% |
| All | +58.7% | -47.1% | +105.8% | +42.3% |
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 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