-48.1%
TOST vs RNG
-68.5%
+20.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -4.7% | -4.1% | -0.6% | -3.1% |
| 30D | -9.1% | +8.6% | -17.7% | -12.7% |
| 3M | +29.8% | +78.0% | -48.2% | -1.8% |
| 6M | +10.0% | +67.0% | -57.0% | -15.7% |
| YTD | -8.6% | +142.4% | -151.0% | -43.5% |
| 1Y | -20.7% | +120.4% | -141.1% | -49.0% |
| 3Y | +55.7% | +122.1% | -66.4% | -10.0% |
| All | -48.1% | -68.5% | +20.5% | -30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling