-45.7%
TOST vs RCAT
+287.5%
-333.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.2% |
| 7D | -3.4% | -1.4% | -2.0% | -3.3% |
| 30D | -2.4% | -3.3% | +0.9% | -2.4% |
| 3M | +34.6% | -43.2% | +77.8% | +39.7% |
| 6M | +15.2% | -43.2% | +58.4% | +18.1% |
| YTD | -4.4% | +5.5% | -9.9% | -7.8% |
| 1Y | -17.4% | -1.6% | -15.8% | -21.1% |
| 3Y | +54.5% | +773.7% | -719.2% | +16.3% |
| All | -45.7% | +287.5% | -333.2% | -58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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