+161.5%
RTX vs TOST
-47.1%
+208.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.1% |
| 7D | -1.7% | +3.0% | -4.7% | -2.0% |
| 30D | +7.7% | +10.3% | -2.6% | +6.9% |
| 3M | -10.3% | -3.3% | -7.1% | -10.2% |
| 6M | +14.6% | +37.8% | -23.2% | +11.7% |
| YTD | +10.4% | -2.8% | +13.2% | +10.0% |
| 1Y | +13.5% | -9.6% | +23.1% | +13.7% |
| 3Y | +158.6% | +144.6% | +13.9% | +137.3% |
| 5Y | +147.3% | -31.0% | +178.2% | +131.1% |
| All | +161.5% | -47.1% | +208.6% | +146.3% |
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