+147.5%
RTX vs TOST
-46.9%
+194.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -5.1% | +9.4% | -14.6% | -5.8% |
| 30D | +5.1% | +13.5% | -8.3% | +4.1% |
| 3M | -14.8% | -0.1% | -14.7% | -14.9% |
| 6M | +8.0% | +22.5% | -14.4% | +6.1% |
| YTD | +4.5% | -2.4% | +6.8% | +4.1% |
| 1Y | +9.8% | -4.7% | +14.5% | +9.6% |
| 3Y | +144.2% | +103.2% | +41.0% | +127.0% |
| 5Y | +131.4% | -41.2% | +172.7% | +116.2% |
| All | +147.5% | -46.9% | +194.3% | +133.0% |
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