-20.7%
TOST vs RRX
+12.4%
-33.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.5% | 0.0% | -2.6% |
| 7D | -4.7% | -0.7% | -3.9% | -4.7% |
| 30D | -9.1% | -8.0% | -1.1% | -9.3% |
| 3M | +29.8% | -25.1% | +54.9% | +28.4% |
| 6M | +10.0% | -18.3% | +28.3% | +7.2% |
| YTD | -8.6% | +14.2% | -22.8% | -19.0% |
| 1Y | -20.7% | +13.0% | -33.7% | -30.7% |
| All | -20.7% | +12.4% | -33.1% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling