+46.1%
RSP vs TOST
-41.7%
+87.8%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -1.4% | +11.6% | -13.1% | -3.0% |
| 30D | +2.1% | +16.2% | -14.1% | -0.2% |
| 3M | -0.9% | +1.0% | -2.0% | -1.3% |
| 6M | +7.5% | +23.2% | -15.7% | +3.5% |
| YTD | +14.6% | -1.0% | +15.6% | +13.3% |
| 1Y | +17.6% | -9.9% | +27.5% | +17.9% |
| 3Y | +60.8% | +101.0% | -40.2% | +39.1% |
| 5Y | +46.1% | -40.4% | +86.6% | +32.1% |
| All | +46.1% | -41.7% | +87.8% | +32.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling