-5.5%
TOST vs RIG
+34.1%
-39.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.7% | +4.0% |
| 7D | 0.0% | +5.7% | -5.7% | +0.8% |
| 30D | +16.2% | -0.7% | +16.9% | +16.0% |
| 3M | -1.5% | -3.1% | +1.6% | -1.6% |
| 6M | +55.3% | -16.3% | +71.6% | +55.2% |
| YTD | -2.3% | +34.1% | -36.5% | -5.3% |
| 1Y | -5.5% | +38.2% | -43.7% | -9.0% |
| All | -5.5% | +34.1% | -39.7% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling