-18.3%
TOST vs RNG
+121.6%
-139.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.4% | +2.4% | -0.8% |
| 7D | -0.9% | -0.8% | -0.1% | -0.8% |
| 30D | -3.5% | +11.4% | -14.8% | -6.5% |
| 3M | +38.1% | +72.1% | -34.0% | +17.5% |
| 6M | +9.9% | +67.9% | -58.0% | -6.6% |
| YTD | -6.3% | +144.3% | -150.6% | -28.0% |
| 1Y | -18.3% | +117.5% | -135.8% | -36.6% |
| All | -18.3% | +121.6% | -139.9% | -36.6% |
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