-46.7%
TOST vs RUN
-78.6%
+31.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.7% | -2.7% |
| 7D | -0.9% | +10.2% | -11.0% | -3.0% |
| 30D | -3.5% | -9.6% | +6.2% | -1.7% |
| 3M | +38.1% | -31.5% | +69.6% | +47.9% |
| 6M | +9.9% | -18.7% | +28.6% | +11.4% |
| YTD | -6.3% | -49.9% | +43.6% | +2.7% |
| 1Y | -18.3% | -45.5% | +27.2% | -13.9% |
| 3Y | +59.7% | -34.1% | +93.8% | +13.0% |
| All | -46.7% | -78.6% | +31.9% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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