-9.6%
TOST vs RIG
+25.5%
-35.1%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -0.9% |
| 7D | -3.6% | -2.6% | -1.0% | -3.9% |
| 30D | +8.9% | -5.2% | +14.1% | +8.0% |
| 3M | -2.2% | -8.6% | +6.4% | -3.1% |
| 6M | +41.0% | -18.9% | +59.9% | +40.2% |
| YTD | -4.0% | +28.6% | -32.5% | -8.1% |
| 1Y | -9.6% | +25.5% | -35.1% | -13.3% |
| All | -9.6% | +25.5% | -35.1% | -13.3% |
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