+103.2%
TOST vs RUN
-8.7%
+111.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.5% |
| 7D | +9.4% | +33.4% | -24.0% | +6.4% |
| 30D | +13.5% | +31.1% | -17.7% | +10.4% |
| 3M | -0.1% | +6.4% | -6.5% | -1.2% |
| 6M | +22.5% | -22.2% | +44.7% | +24.0% |
| YTD | -2.4% | -45.8% | +43.4% | +0.9% |
| 1Y | -4.7% | -51.1% | +46.4% | -1.0% |
| 3Y | +103.2% | -3.0% | +106.2% | +51.3% |
| All | +103.2% | -8.7% | +111.9% | +51.3% |
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