+106.1%
TOST vs RRC
+40.4%
+65.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | +0.2% |
| 7D | +11.6% | -6.9% | +18.5% | +13.2% |
| 30D | +16.2% | +25.4% | -9.2% | +9.2% |
| 3M | +1.0% | +31.9% | -30.9% | -6.5% |
| 6M | +23.2% | +17.2% | +6.0% | +17.4% |
| YTD | -1.0% | +43.4% | -44.4% | -12.7% |
| 1Y | -9.9% | +36.7% | -46.6% | -19.3% |
| All | +106.1% | +40.4% | +65.7% | +84.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling