-45.7%
TOST vs RBA
+48.0%
-93.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | -3.4% | -2.9% | -0.5% | -1.8% |
| 30D | -2.4% | -12.3% | +9.9% | +4.5% |
| 3M | +34.6% | -20.5% | +55.1% | +49.8% |
| 6M | +15.2% | -18.5% | +33.7% | +25.7% |
| YTD | -4.4% | -18.2% | +13.8% | +4.0% |
| 1Y | -17.4% | -27.5% | +10.1% | -3.7% |
| 3Y | +54.5% | +38.1% | +16.4% | +20.2% |
| All | -45.7% | +48.0% | -93.7% | -63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling