+162.2%
RTX vs TOST
-48.0%
+210.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -5.2% | -3.4% | -1.7% | -4.9% |
| 30D | -9.4% | -2.4% | -6.9% | -9.3% |
| 3M | +12.3% | +34.6% | -22.3% | +9.8% |
| 6M | -3.1% | +15.2% | -18.3% | -4.5% |
| YTD | +10.7% | -4.4% | +15.1% | +10.5% |
| 1Y | +28.4% | -17.4% | +45.8% | +29.5% |
| 3Y | +147.1% | +54.5% | +92.6% | +134.4% |
| All | +162.2% | -48.0% | +210.1% | +147.5% |
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