-45.4%
TOST vs RL
+293.7%
-339.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | -3.6% | -4.4% | +0.8% | -1.5% |
| 30D | +8.9% | +5.6% | +3.3% | +5.3% |
| 3M | -2.2% | -0.6% | -1.6% | -2.4% |
| 6M | +41.0% | +15.5% | +25.5% | +27.2% |
| YTD | -4.0% | +12.3% | -16.3% | -13.5% |
| 1Y | -9.6% | +19.3% | -28.9% | -21.7% |
| 3Y | +141.7% | +255.5% | -113.9% | -3.6% |
| 5Y | -29.5% | +247.1% | -276.5% | -75.0% |
| All | -45.4% | +293.7% | -339.1% | -81.2% |
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