-43.8%
TOST vs RVTY
-17.7%
-26.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | +2.1% |
| 7D | +11.6% | -9.0% | +20.6% | +16.3% |
| 30D | +16.2% | -1.6% | +17.8% | +16.4% |
| 3M | +1.0% | +31.2% | -30.2% | -13.9% |
| 6M | +23.2% | +63.6% | -40.4% | -8.5% |
| YTD | -1.0% | +56.3% | -57.3% | -25.3% |
| 1Y | -9.9% | +63.3% | -73.2% | -34.0% |
| 3Y | +101.0% | +72.4% | +28.6% | +29.6% |
| 5Y | -40.4% | -9.6% | -30.8% | -36.8% |
| All | -43.8% | -17.7% | -26.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling