-44.8%
TOST vs RSG
+112.7%
-157.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.1% | -0.9% |
| 7D | +3.0% | +2.0% | +1.0% | +2.0% |
| 30D | +10.3% | +14.2% | -3.9% | +3.5% |
| 3M | -3.3% | +15.8% | -19.0% | -9.7% |
| 6M | +37.8% | +24.6% | +13.2% | +23.5% |
| YTD | -2.8% | +18.2% | -21.0% | -10.8% |
| 1Y | -9.6% | +22.8% | -32.4% | -18.8% |
| 3Y | +144.6% | +62.4% | +82.3% | +86.9% |
| 5Y | -31.0% | +96.0% | -127.0% | -53.9% |
| All | -44.8% | +112.7% | -157.5% | -66.8% |
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