-5.5%
TOST vs RRX
+29.3%
-34.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.3% | +5.7% | +3.3% |
| 7D | 0.0% | +4.3% | -4.3% | +0.4% |
| 30D | +16.2% | +12.3% | +3.9% | +17.3% |
| 3M | -1.5% | +3.7% | -5.2% | -1.3% |
| 6M | +55.3% | -13.9% | +69.2% | +53.3% |
| YTD | -2.3% | +26.5% | -28.8% | -8.5% |
| 1Y | -5.5% | +29.3% | -34.8% | -12.3% |
| All | -5.5% | +29.3% | -34.9% | -12.3% |
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 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