+55.2%
RSP vs TOST
-46.9%
+102.1%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.2% |
| 7D | -1.0% | +9.4% | -10.5% | -2.3% |
| 30D | +2.6% | +13.5% | -10.9% | +0.7% |
| 3M | -0.8% | -0.1% | -0.6% | -1.0% |
| 6M | +6.3% | +22.5% | -16.2% | +2.5% |
| YTD | +14.1% | -2.4% | +16.5% | +13.1% |
| 1Y | +18.0% | -4.7% | +22.7% | +17.3% |
| 3Y | +61.0% | +103.2% | -42.2% | +39.9% |
| 5Y | +45.6% | -41.2% | +86.8% | +30.0% |
| All | +55.2% | -46.9% | +102.1% | +39.1% |
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