+103.2%
TOST vs RBA
+42.3%
+60.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | +9.4% | +4.3% | +5.2% | +7.6% |
| 30D | +13.5% | +16.3% | -2.8% | +6.2% |
| 3M | -0.1% | +1.3% | -1.5% | -1.0% |
| 6M | +22.5% | -11.1% | +33.5% | +26.6% |
| YTD | -2.4% | -8.5% | +6.1% | -0.8% |
| 1Y | -4.7% | -2.1% | -2.6% | -6.2% |
| 3Y | +103.2% | +44.6% | +58.7% | +72.9% |
| All | +103.2% | +42.3% | +60.9% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling