-46.4%
TOST vs RL
+290.4%
-336.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.2% |
| 7D | -4.7% | +2.4% | -7.0% | -6.0% |
| 30D | +8.5% | +4.6% | +4.0% | +5.5% |
| 3M | -1.6% | -1.1% | -0.5% | -1.5% |
| 6M | +44.1% | +16.5% | +27.6% | +29.3% |
| YTD | -5.6% | +11.4% | -17.0% | -14.5% |
| 1Y | -12.6% | +16.1% | -28.7% | -23.0% |
| 3Y | +137.6% | +252.6% | -115.0% | -4.8% |
| 5Y | -30.4% | +244.9% | -275.2% | -75.2% |
| All | -46.4% | +290.4% | -336.8% | -81.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling