-44.5%
TOST vs RL
+276.2%
-320.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -0.6% |
| 7D | +9.4% | -4.2% | +13.6% | +11.9% |
| 30D | +13.5% | +4.3% | +9.2% | +10.6% |
| 3M | -0.1% | -4.6% | +4.5% | +2.1% |
| 6M | +22.5% | +1.7% | +20.7% | +18.6% |
| YTD | -2.4% | +7.3% | -9.7% | -9.7% |
| 1Y | -4.7% | +20.8% | -25.5% | -18.2% |
| 3Y | +103.2% | +247.0% | -143.7% | -18.4% |
| 5Y | -41.2% | +225.5% | -266.7% | -78.8% |
| All | -44.5% | +276.2% | -320.7% | -80.4% |
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