-44.8%
TOST vs RRC
+184.9%
-229.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.8% | -5.5% | -2.0% |
| 7D | +3.0% | -5.2% | +8.2% | +4.3% |
| 30D | +10.3% | +25.2% | -15.0% | +2.8% |
| 3M | -3.3% | +27.4% | -30.7% | -10.4% |
| 6M | +37.8% | +27.0% | +10.8% | +27.1% |
| YTD | -2.8% | +46.3% | -49.1% | -14.9% |
| 1Y | -9.6% | +37.1% | -46.7% | -19.4% |
| 3Y | +144.6% | +60.2% | +84.5% | +104.0% |
| 5Y | -31.0% | +136.6% | -167.6% | -51.8% |
| All | -44.8% | +184.9% | -229.7% | -60.1% |
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