-40.6%
TOST vs RIO
+94.1%
-134.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.7% |
| 7D | +9.4% | +2.2% | +7.2% | +8.5% |
| 30D | +13.5% | -10.1% | +23.6% | +18.3% |
| 3M | -0.1% | -14.1% | +14.0% | +5.8% |
| 6M | +22.5% | -18.9% | +41.4% | +31.7% |
| YTD | -2.4% | +9.9% | -12.3% | -10.7% |
| 1Y | -4.7% | +27.0% | -31.7% | -19.0% |
| 3Y | +103.2% | +50.1% | +53.1% | +54.3% |
| All | -40.6% | +94.1% | -134.7% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 5y: compounded portfolio wealth divided by compounded RIO 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…
5y analysis · Full analysis span regression · 6 months rolling