-8.9%
TOST vs RVTY
+76.6%
-85.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.6% | -3.3% | -0.5% |
| 7D | +4.0% | +6.0% | -2.0% | +2.5% |
| 30D | +11.1% | +4.3% | +6.8% | +9.6% |
| 3M | +0.8% | +40.2% | -39.4% | -8.1% |
| 6M | +38.8% | +59.3% | -20.5% | +20.2% |
| YTD | -2.1% | +66.5% | -68.6% | -14.7% |
| All | -8.9% | +76.6% | -85.5% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling