-45.7%
TOST vs RUN
-79.4%
+33.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -3.4% | +1.3% | -4.7% | -3.7% |
| 30D | -2.4% | -15.3% | +12.8% | +0.5% |
| 3M | +34.6% | -40.0% | +74.6% | +48.2% |
| 6M | +15.2% | -27.0% | +42.2% | +19.5% |
| YTD | -4.4% | -51.7% | +47.3% | +5.5% |
| 1Y | -17.4% | -45.9% | +28.5% | -13.0% |
| 3Y | +54.5% | -43.8% | +98.2% | +16.2% |
| All | -45.7% | -79.4% | +33.7% | -43.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling