-45.7%
TOST vs RIG
+79.4%
-125.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.6% |
| 7D | -3.4% | +0.9% | -4.3% | -3.6% |
| 30D | -2.4% | +13.8% | -16.3% | -4.8% |
| 3M | +34.6% | -6.4% | +41.0% | +35.3% |
| 6M | +15.2% | -8.2% | +23.4% | +15.1% |
| YTD | -4.4% | +41.6% | -46.0% | -13.3% |
| 1Y | -17.4% | +88.7% | -106.1% | -30.2% |
| 3Y | +54.5% | -30.9% | +85.3% | +54.6% |
| All | -45.7% | +79.4% | -125.1% | -59.1% |
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