-5.5%
TOST vs RSG
+24.9%
-30.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | 0.0% | +2.5% | -2.5% | -0.7% |
| 30D | +16.2% | +12.7% | +3.5% | +12.4% |
| 3M | -1.5% | +17.9% | -19.5% | -5.4% |
| 6M | +55.3% | +25.0% | +30.3% | +47.5% |
| YTD | -2.3% | +20.8% | -23.1% | -5.7% |
| 1Y | -5.5% | +24.3% | -29.8% | -9.0% |
| All | -5.5% | +24.9% | -30.4% | -9.0% |
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