+142.7%
TOST vs RUN
-8.5%
+151.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.1% | +4.4% | -1.1% |
| 7D | -4.7% | -13.7% | +9.0% | -3.4% |
| 30D | +8.5% | +9.4% | -0.9% | +7.4% |
| 3M | -1.6% | -13.4% | +11.8% | -0.8% |
| 6M | +44.1% | -39.6% | +83.7% | +49.4% |
| YTD | -5.6% | -53.7% | +48.1% | -1.2% |
| 1Y | -12.6% | -56.2% | +43.6% | -8.2% |
| All | +142.7% | -8.5% | +151.2% | +89.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling