-43.4%
TOST vs RL
+311.7%
-355.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.5% | +1.0% | +3.0% |
| 7D | +10.7% | +5.8% | +5.0% | +7.3% |
| 30D | +17.7% | +12.7% | +5.0% | +10.1% |
| 3M | +4.6% | +9.3% | -4.7% | -0.7% |
| 6M | +20.3% | +16.9% | +3.3% | +7.7% |
| YTD | -0.4% | +17.5% | -17.9% | -12.1% |
| 1Y | -0.8% | +34.6% | -35.4% | -19.6% |
| 3Y | +102.2% | +273.2% | -171.0% | -21.6% |
| 5Y | -41.3% | +265.2% | -306.6% | -79.5% |
| All | -43.4% | +311.7% | -355.1% | -80.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling