+162.8%
RTX vs TOST
-47.7%
+210.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.6% |
| 7D | +1.4% | -3.6% | +5.0% | +1.7% |
| 30D | +7.8% | +8.9% | -1.0% | +7.1% |
| 3M | -9.8% | -2.2% | -7.5% | -9.8% |
| 6M | +13.5% | +41.0% | -27.4% | +10.5% |
| YTD | +10.9% | -4.0% | +14.9% | +10.6% |
| 1Y | +14.0% | -9.6% | +23.6% | +14.2% |
| 3Y | +159.9% | +141.7% | +18.2% | +138.7% |
| 5Y | +151.7% | -29.5% | +181.2% | +135.4% |
| All | +162.8% | -47.7% | +210.6% | +147.8% |
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 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