-44.4%
TOST vs RNG
-67.1%
+22.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +4.0% | -6.2% | +10.3% | +6.9% |
| 30D | +11.1% | -8.0% | +19.1% | +14.4% |
| 3M | +0.8% | +15.7% | -14.9% | -6.8% |
| 6M | +38.8% | +60.3% | -21.5% | +8.4% |
| YTD | -2.1% | +153.8% | -155.9% | -41.3% |
| 1Y | -6.0% | +172.2% | -178.2% | -45.6% |
| 3Y | +149.8% | +174.8% | -25.0% | +27.8% |
| 5Y | -42.8% | -68.6% | +25.9% | -21.4% |
| All | -44.4% | -67.1% | +22.7% | -27.4% |
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