-45.7%
TOST vs RJF
+121.3%
-167.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.6% | +1.2% |
| 7D | -3.4% | -0.6% | -2.8% | -3.1% |
| 30D | -2.4% | -1.3% | -1.2% | -1.7% |
| 3M | +34.6% | +18.9% | +15.7% | +18.2% |
| 6M | +15.2% | +15.0% | +0.2% | +2.7% |
| YTD | -4.4% | +12.2% | -16.6% | -13.8% |
| 1Y | -17.4% | +5.6% | -23.0% | -22.2% |
| 3Y | +54.5% | +74.9% | -20.4% | -4.7% |
| All | -45.7% | +121.3% | -167.0% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling