-40.6%
TOST vs RRX
+6.5%
-47.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.5% | -6.9% | -3.6% |
| 7D | +9.4% | +7.5% | +1.9% | +5.5% |
| 30D | +13.5% | +3.0% | +10.5% | +10.9% |
| 3M | -0.1% | -5.3% | +5.2% | +0.7% |
| 6M | +22.5% | -26.6% | +49.1% | +32.3% |
| YTD | -2.4% | +21.2% | -23.6% | -24.2% |
| 1Y | -4.7% | +25.9% | -30.6% | -28.2% |
| 3Y | +103.2% | +71.7% | +31.5% | +8.5% |
| All | -40.6% | +6.5% | -47.0% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling