-46.4%
TOST vs RRX
+43.1%
-89.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | -4.7% | +12.6% | -17.3% | -9.3% |
| 30D | +8.5% | +10.6% | -2.1% | +2.9% |
| 3M | -1.6% | +4.6% | -6.2% | -4.8% |
| 6M | +44.1% | -13.6% | +57.7% | +45.7% |
| YTD | -5.6% | +29.4% | -35.0% | -28.6% |
| 1Y | -12.6% | +31.9% | -44.5% | -35.1% |
| 3Y | +137.6% | +68.3% | +69.3% | +33.4% |
| 5Y | -30.4% | +13.2% | -43.6% | -48.2% |
| All | -46.4% | +43.1% | -89.4% | -63.3% |
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