-4.7%
TOST vs RJF
+3.3%
-8.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | +9.4% | +3.6% | +5.9% | +7.9% |
| 30D | +13.5% | +3.5% | +10.0% | +11.9% |
| 3M | -0.1% | -8.9% | +8.8% | +3.3% |
| 6M | +22.5% | +2.9% | +19.6% | +21.5% |
| YTD | -2.4% | +2.8% | -5.2% | -5.5% |
| 1Y | -4.7% | +2.7% | -7.4% | -8.0% |
| All | -4.7% | +3.3% | -8.0% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling