-44.5%
TOST vs RIG
+69.9%
-114.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.7% | +2.8% |
| 7D | 0.0% | +5.7% | -5.7% | -0.9% |
| 30D | +16.2% | -0.7% | +16.9% | +15.5% |
| 3M | -1.5% | -3.1% | +1.6% | -2.1% |
| 6M | +55.3% | -16.3% | +71.6% | +57.4% |
| YTD | -2.3% | +34.1% | -36.5% | -11.4% |
| 1Y | -5.5% | +38.2% | -43.7% | -15.0% |
| 3Y | +151.1% | -15.3% | +166.4% | +137.4% |
| 5Y | -27.9% | +62.5% | -90.4% | -46.3% |
| All | -44.5% | +69.9% | -114.5% | -58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 10y: compounded portfolio wealth divided by compounded RIG 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…
10y analysis · Full analysis span regression · 6 months rolling