+103.2%
TOST vs RSG
+66.7%
+36.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | +9.4% | +1.2% | +8.3% | +9.0% |
| 30D | +13.5% | +14.2% | -0.7% | +8.1% |
| 3M | -0.1% | +18.2% | -18.3% | -5.9% |
| 6M | +22.5% | +24.4% | -1.9% | +12.9% |
| YTD | -2.4% | +17.9% | -20.2% | -8.2% |
| 1Y | -4.7% | +22.3% | -27.0% | -12.0% |
| 3Y | +103.2% | +65.1% | +38.1% | +103.4% |
| All | +103.2% | +66.7% | +36.6% | +103.4% |
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