-44.8%
TOST vs RBA
+70.4%
-115.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +3.0% | +3.2% | -0.3% | +1.3% |
| 30D | +10.3% | +12.0% | -1.8% | +3.6% |
| 3M | -3.3% | +2.9% | -6.2% | -5.2% |
| 6M | +37.8% | -6.3% | +44.1% | +39.6% |
| YTD | -2.8% | -5.9% | +3.1% | -2.3% |
| 1Y | -9.6% | -3.9% | -5.7% | -10.2% |
| 3Y | +144.6% | +64.9% | +79.8% | +73.6% |
| 5Y | -31.0% | +48.5% | -79.4% | -49.1% |
| All | -44.8% | +70.4% | -115.2% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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