-44.5%
TOST vs RRC
+171.1%
-215.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.9% | +1.5% | -0.6% |
| 7D | +9.4% | -10.8% | +20.3% | +12.6% |
| 30D | +13.5% | +22.3% | -8.8% | +6.5% |
| 3M | -0.1% | +26.6% | -26.8% | -7.4% |
| 6M | +22.5% | +18.9% | +3.5% | +15.0% |
| YTD | -2.4% | +39.2% | -41.6% | -13.4% |
| 1Y | -4.7% | +34.0% | -38.7% | -14.6% |
| 3Y | +103.2% | +42.0% | +61.2% | +75.4% |
| 5Y | -41.2% | +111.9% | -153.1% | -57.4% |
| All | -44.5% | +171.1% | -215.7% | -59.4% |
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