+103.2%
TOST vs RNG
+154.7%
-51.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.6% |
| 7D | +9.4% | -11.3% | +20.8% | +13.1% |
| 30D | +13.5% | -5.7% | +19.2% | +15.0% |
| 3M | -0.1% | +16.8% | -16.9% | -5.6% |
| 6M | +22.5% | +58.5% | -36.0% | +4.4% |
| YTD | -2.4% | +151.3% | -153.7% | -29.3% |
| 1Y | -4.7% | +169.0% | -173.7% | -32.6% |
| 3Y | +103.2% | +156.9% | -53.7% | +30.8% |
| All | +103.2% | +154.7% | -51.4% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling