+19.0%
RSP vs TOST
-6.7%
+25.7%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | +0.4% | +4.0% | -3.6% | 0.0% |
| 30D | +3.7% | +11.1% | -7.3% | +2.6% |
| 3M | +0.8% | +0.8% | -0.1% | +0.5% |
| 6M | +9.1% | +38.8% | -29.7% | +5.7% |
| YTD | +16.7% | -2.1% | +18.8% | +16.6% |
| All | +19.0% | -6.7% | +25.7% | +20.8% |
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