-45.7%
TOST vs RL
+249.9%
-295.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -2.0% | -1.1% |
| 7D | -3.4% | -0.8% | -2.6% | -3.0% |
| 30D | -2.4% | -7.8% | +5.3% | +1.9% |
| 3M | +34.6% | -4.0% | +38.6% | +36.6% |
| 6M | +15.2% | -1.9% | +17.1% | +12.9% |
| YTD | -4.4% | -0.2% | -4.2% | -7.6% |
| 1Y | -17.4% | +10.7% | -28.1% | -25.3% |
| 3Y | +54.5% | +210.8% | -156.3% | -33.3% |
| All | -45.7% | +249.9% | -295.6% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling