-44.5%
TOST vs RNG
-65.9%
+21.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.7% | +4.1% | +3.7% |
| 7D | 0.0% | +4.6% | -4.6% | -1.9% |
| 30D | +16.2% | +0.4% | +15.8% | +15.2% |
| 3M | -1.5% | +11.4% | -12.9% | -7.5% |
| 6M | +55.3% | +95.7% | -40.4% | +11.0% |
| YTD | -2.3% | +162.9% | -165.2% | -42.3% |
| 1Y | -5.5% | +180.3% | -185.8% | -46.0% |
| 3Y | +151.1% | +188.3% | -37.2% | +25.7% |
| 5Y | -27.9% | -72.5% | +44.6% | -9.9% |
| All | -44.5% | -65.9% | +21.4% | -28.7% |
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 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