-44.8%
TOST vs RIG
+58.9%
-103.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +3.0% | -12.2% | +15.2% | +4.9% |
| 30D | +10.3% | -6.0% | +16.2% | +10.6% |
| 3M | -3.3% | -9.4% | +6.2% | -2.7% |
| 6M | +37.8% | -19.1% | +56.9% | +40.3% |
| YTD | -2.8% | +25.4% | -28.2% | -10.9% |
| 1Y | -9.6% | +23.3% | -32.9% | -17.0% |
| 3Y | +144.6% | -22.1% | +166.8% | +134.7% |
| 5Y | -31.0% | +50.1% | -81.1% | -47.8% |
| All | -44.8% | +58.9% | -103.7% | -58.0% |
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