+152.8%
RTX vs TOST
+132.0%
+20.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.6% |
| 7D | -3.2% | +4.0% | -7.2% | -3.4% |
| 30D | +5.6% | +11.1% | -5.5% | +4.9% |
| 3M | -11.7% | +0.8% | -12.5% | -11.8% |
| 6M | +12.3% | +38.8% | -26.5% | +9.8% |
| YTD | +8.2% | -2.1% | +10.3% | +8.3% |
| 1Y | +12.6% | -6.0% | +18.6% | +13.0% |
| 3Y | +152.8% | +149.8% | +3.0% | +142.1% |
| All | +152.8% | +132.0% | +20.9% | +142.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling