-17.4%
TOST vs RL
+13.6%
-31.0%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -0.5% |
| 7D | -3.4% | -0.8% | -2.6% | -3.2% |
| 30D | -2.4% | -7.8% | +5.3% | -0.3% |
| 3M | +34.6% | -4.0% | +38.6% | +35.7% |
| 6M | +15.2% | -1.9% | +17.1% | +14.7% |
| YTD | -4.4% | -0.2% | -4.2% | -6.2% |
| 1Y | -17.4% | +10.7% | -28.1% | -25.5% |
| All | -17.4% | +13.6% | -31.0% | -25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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