-44.5%
TOST vs RIG
+60.7%
-105.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -1.8% |
| 7D | +9.4% | -24.5% | +33.9% | +14.1% |
| 30D | +13.5% | -2.8% | +16.3% | +13.2% |
| 3M | -0.1% | +1.6% | -1.7% | -1.6% |
| 6M | +22.5% | -15.9% | +38.4% | +23.6% |
| YTD | -2.4% | +26.9% | -29.2% | -10.7% |
| 1Y | -4.7% | +34.4% | -39.1% | -14.0% |
| 3Y | +103.2% | -21.2% | +124.4% | +94.4% |
| 5Y | -41.2% | +46.4% | -87.6% | -54.9% |
| All | -44.5% | +60.7% | -105.3% | -57.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling