+144.6%
TOST vs RIG
-22.2%
+166.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +3.0% | -12.2% | +15.2% | +4.0% |
| 30D | +10.3% | -6.0% | +16.2% | +10.2% |
| 3M | -3.3% | -9.4% | +6.2% | -3.1% |
| 6M | +37.8% | -19.1% | +56.9% | +39.4% |
| YTD | -2.8% | +25.4% | -28.2% | -9.7% |
| 1Y | -9.6% | +23.3% | -32.9% | -15.9% |
| 3Y | +144.6% | -22.1% | +166.8% | +142.7% |
| All | +144.6% | -22.2% | +166.9% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling