-44.5%
TOST vs RMBS
+224.7%
-269.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RMBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.0% | -8.4% | -3.2% |
| 7D | +9.4% | -12.0% | +21.4% | +12.4% |
| 30D | +13.5% | -33.1% | +46.6% | +25.0% |
| 3M | -0.1% | -23.7% | +23.6% | +4.7% |
| 6M | +22.5% | -42.7% | +65.2% | +33.4% |
| YTD | -2.4% | -18.9% | +16.5% | -12.7% |
| 1Y | -4.7% | -30.0% | +25.3% | -10.3% |
| 3Y | +103.2% | +28.8% | +74.4% | +22.7% |
| 5Y | -41.2% | +210.5% | -251.8% | -86.8% |
| All | -44.5% | +224.7% | -269.3% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RMBS.
Daily Out/Under-Performance
Portfolio return minus RMBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMBS 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 RMBS 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