-46.4%
TOST vs RSG
+117.3%
-163.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.4% |
| 7D | -4.7% | +1.4% | -6.1% | -5.3% |
| 30D | +8.5% | +15.0% | -6.5% | +1.5% |
| 3M | -1.6% | +18.5% | -20.0% | -9.1% |
| 6M | +44.1% | +25.8% | +18.3% | +28.6% |
| YTD | -5.6% | +20.8% | -26.4% | -14.3% |
| 1Y | -12.6% | +24.8% | -37.4% | -22.1% |
| 3Y | +137.6% | +65.9% | +71.7% | +79.6% |
| 5Y | -30.4% | +99.1% | -129.4% | -53.9% |
| All | -46.4% | +117.3% | -163.7% | -68.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling