-40.4%
TOST vs RL
+232.3%
-272.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.3% | +6.8% | +3.8% |
| 7D | +11.6% | -4.7% | +16.3% | +14.6% |
| 30D | +16.2% | +3.6% | +12.7% | +13.5% |
| 3M | +1.0% | +0.5% | +0.5% | +0.1% |
| 6M | +23.2% | +6.6% | +16.6% | +15.3% |
| YTD | -1.0% | +8.8% | -9.8% | -9.8% |
| 1Y | -9.9% | +21.8% | -31.6% | -24.1% |
| 3Y | +101.0% | +245.8% | -144.8% | -27.6% |
| 5Y | -40.4% | +230.0% | -270.4% | -79.6% |
| All | -40.4% | +232.3% | -272.7% | -79.6% |
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