-46.4%
TOST vs RRC
+186.4%
-232.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | -4.7% | +2.5% | -7.2% | -5.3% |
| 30D | +8.5% | +21.1% | -12.6% | +2.2% |
| 3M | -1.6% | +28.4% | -30.0% | -9.0% |
| 6M | +44.1% | +26.5% | +17.7% | +33.1% |
| YTD | -5.6% | +47.0% | -52.6% | -17.5% |
| 1Y | -12.6% | +35.2% | -47.8% | -21.7% |
| 3Y | +137.6% | +61.0% | +76.6% | +97.8% |
| 5Y | -30.4% | +133.6% | -164.0% | -51.1% |
| All | -46.4% | +186.4% | -232.8% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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