-46.7%
TOST vs RRX
+29.5%
-76.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.2% |
| 7D | -0.9% | +4.3% | -5.2% | -2.6% |
| 30D | -3.5% | -8.0% | +4.6% | -0.2% |
| 3M | +38.1% | -22.0% | +60.1% | +48.7% |
| 6M | +9.9% | -11.9% | +21.8% | +6.6% |
| YTD | -6.3% | +17.1% | -23.4% | -25.1% |
| 1Y | -18.3% | +14.9% | -33.2% | -34.8% |
| 3Y | +59.7% | +6.9% | +52.9% | +24.9% |
| All | -46.7% | +29.5% | -76.2% | -61.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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