+103.2%
TOST vs RRX
+63.4%
+39.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -2.6% |
| 7D | +9.4% | +7.5% | +1.9% | +7.2% |
| 30D | +13.5% | +3.0% | +10.5% | +12.1% |
| 3M | -0.1% | -5.3% | +5.2% | +0.5% |
| 6M | +22.5% | -26.6% | +49.1% | +28.8% |
| YTD | -2.4% | +21.2% | -23.6% | -18.9% |
| 1Y | -4.7% | +25.9% | -30.6% | -22.6% |
| 3Y | +103.2% | +71.7% | +31.5% | +40.0% |
| All | +103.2% | +63.4% | +39.8% | +40.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling