-44.8%
TOST vs RVTY
-13.1%
-31.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +3.0% | -2.7% | +5.6% | +4.1% |
| 30D | +10.3% | +3.2% | +7.0% | +7.7% |
| 3M | -3.3% | +37.2% | -40.5% | -19.4% |
| 6M | +37.8% | +57.7% | -19.9% | +5.3% |
| YTD | -2.8% | +64.8% | -67.6% | -28.6% |
| 1Y | -9.6% | +72.8% | -82.4% | -35.7% |
| 3Y | +144.6% | +89.8% | +54.9% | +48.5% |
| 5Y | -31.0% | -8.4% | -22.5% | -26.4% |
| All | -44.8% | -13.1% | -31.6% | -38.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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