-17.4%
TOST vs RSG
-3.6%
-13.8%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.3% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -2.4% | +7.6% | -10.0% | -3.6% |
| 3M | +34.6% | +7.4% | +27.2% | +32.7% |
| 6M | +15.2% | -3.3% | +18.5% | +18.1% |
| YTD | -4.4% | +6.0% | -10.4% | -4.7% |
| 1Y | -17.4% | -3.7% | -13.8% | -13.5% |
| All | -17.4% | -3.6% | -13.8% | -13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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