-0.8%
TOST vs RNG
+179.4%
-180.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +10.7% | -9.6% | +20.3% | +13.5% |
| 30D | +17.7% | -1.4% | +19.1% | +17.7% |
| 3M | +4.6% | +28.8% | -24.1% | -3.0% |
| 6M | +20.3% | +65.6% | -45.3% | +3.0% |
| YTD | -0.4% | +171.4% | -171.8% | -24.8% |
| 1Y | -0.8% | +185.3% | -186.1% | -28.0% |
| All | -0.8% | +179.4% | -180.2% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling