-46.7%
TOST vs RJF
+119.2%
-165.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.2% |
| 7D | -0.9% | +1.8% | -2.7% | -2.2% |
| 30D | -3.5% | 0.0% | -3.4% | -3.6% |
| 3M | +38.1% | +18.0% | +20.2% | +21.9% |
| 6M | +9.9% | +17.0% | -7.1% | -3.3% |
| YTD | -6.3% | +11.1% | -17.4% | -14.9% |
| 1Y | -18.3% | +8.0% | -26.3% | -24.3% |
| 3Y | +59.7% | +73.3% | -13.5% | -0.7% |
| All | -46.7% | +119.2% | -165.9% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling