-17.4%
TOST vs RNG
+144.7%
-162.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +1.1% |
| 7D | -3.4% | +5.8% | -9.2% | -5.0% |
| 30D | -2.4% | +19.6% | -22.1% | -7.3% |
| 3M | +34.6% | +67.0% | -32.4% | +15.7% |
| 6M | +15.2% | +88.4% | -73.2% | -4.8% |
| YTD | -4.4% | +155.5% | -159.9% | -27.3% |
| 1Y | -17.4% | +141.7% | -159.1% | -37.7% |
| All | -17.4% | +144.7% | -162.1% | -37.7% |
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