+151.1%
TOST vs RVTY
+85.4%
+65.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.7% | +5.1% | +4.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +16.2% | +1.5% | +14.6% | +15.0% |
| 3M | -1.5% | +31.5% | -33.0% | -11.6% |
| 6M | +55.3% | +62.7% | -7.4% | +27.5% |
| YTD | -2.3% | +60.0% | -62.3% | -19.8% |
| 1Y | -5.5% | +65.7% | -71.2% | -23.7% |
| 3Y | +151.1% | +85.2% | +65.9% | +74.0% |
| All | +151.1% | +85.4% | +65.7% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling