+106.1%
TOST vs RBA
+44.2%
+61.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +11.6% | +7.3% | +4.3% | +8.4% |
| 30D | +16.2% | +16.9% | -0.7% | +8.5% |
| 3M | +1.0% | -0.5% | +1.5% | +1.0% |
| 6M | +23.2% | -10.4% | +33.6% | +27.0% |
| YTD | -1.0% | -7.2% | +6.2% | +0.1% |
| 1Y | -9.9% | -2.2% | -7.6% | -11.1% |
| All | +106.1% | +44.2% | +61.9% | +74.3% |
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 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