-9.6%
TOST vs RVTY
+74.8%
-84.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +3.0% | -2.7% | +5.6% | +3.5% |
| 30D | +10.3% | +3.2% | +7.0% | +9.1% |
| 3M | -3.3% | +37.2% | -40.5% | -11.4% |
| 6M | +37.8% | +57.7% | -19.9% | +19.6% |
| YTD | -2.8% | +64.8% | -67.6% | -15.2% |
| 1Y | -9.6% | +72.8% | -82.4% | -21.9% |
| All | -9.6% | +74.8% | -84.4% | -21.9% |
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