+56.7%
RSP vs TOST
-48.0%
+104.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | -0.8% | -3.4% | +2.6% | -0.3% |
| 30D | -0.3% | -2.4% | +2.1% | 0.0% |
| 3M | +4.3% | +34.6% | -30.3% | -0.3% |
| 6M | +8.8% | +15.2% | -6.4% | +5.8% |
| YTD | +15.3% | -4.4% | +19.7% | +14.8% |
| 1Y | +18.3% | -17.4% | +35.7% | +20.0% |
| 3Y | +52.8% | +54.5% | -1.7% | +37.9% |
| All | +56.7% | -48.0% | +104.7% | +41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling