-27.7%
TOST vs RBA
+45.7%
-73.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.5% | +2.9% |
| 7D | 0.0% | +1.7% | -1.7% | -0.9% |
| 30D | +16.2% | +8.3% | +7.8% | +11.1% |
| 3M | -1.5% | +10.5% | -12.1% | -7.2% |
| 6M | +55.3% | -5.9% | +61.2% | +56.9% |
| YTD | -2.3% | -6.9% | +4.5% | -1.3% |
| 1Y | -5.5% | -4.9% | -0.7% | -5.7% |
| 3Y | +151.1% | +64.5% | +86.7% | +76.5% |
| All | -27.7% | +45.7% | -73.4% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling