+55.6%
TOST vs RSG
+59.4%
-3.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.4% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -2.4% | +7.6% | -10.0% | -4.7% |
| 3M | +34.6% | +7.4% | +27.2% | +31.3% |
| 6M | +15.2% | -3.3% | +18.5% | +16.9% |
| YTD | -4.4% | +6.0% | -10.4% | -6.4% |
| 1Y | -17.4% | -3.7% | -13.8% | -16.0% |
| All | +55.6% | +59.4% | -3.8% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling