-45.7%
TOST vs RNG
-66.9%
+21.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +3.9% | +1.7% |
| 7D | -3.4% | +5.8% | -9.2% | -5.9% |
| 30D | -2.4% | +19.6% | -22.1% | -10.1% |
| 3M | +34.6% | +67.0% | -32.4% | +4.8% |
| 6M | +15.2% | +88.4% | -73.2% | -16.4% |
| YTD | -4.4% | +155.5% | -159.9% | -42.2% |
| 1Y | -17.4% | +141.7% | -159.1% | -49.2% |
| 3Y | +54.5% | +131.1% | -76.6% | -12.2% |
| All | -45.7% | -66.9% | +21.2% | -28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling