-40.6%
TOST vs RVTY
-7.4%
-33.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.2% | -2.8% |
| 7D | +9.4% | -1.2% | +10.6% | +9.5% |
| 30D | +13.5% | +1.0% | +12.5% | +12.1% |
| 3M | -0.1% | +35.8% | -36.0% | -16.3% |
| 6M | +22.5% | +56.7% | -34.2% | -6.3% |
| YTD | -2.4% | +60.7% | -63.1% | -27.3% |
| 1Y | -4.7% | +73.7% | -78.4% | -32.5% |
| 3Y | +103.2% | +82.8% | +20.5% | +26.4% |
| All | -40.6% | -7.4% | -33.1% | -35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling