-45.7%
TOST vs RVTY
-28.9%
-16.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -3.4% | +1.1% | -4.5% | -4.0% |
| 30D | -2.4% | +13.2% | -15.7% | -8.9% |
| 3M | +34.6% | +27.2% | +7.4% | +16.9% |
| 6M | +15.2% | +32.4% | -17.2% | -3.5% |
| YTD | -4.4% | +34.9% | -39.3% | -21.0% |
| 1Y | -17.4% | +52.4% | -69.8% | -36.9% |
| 3Y | +54.5% | +12.3% | +42.2% | +34.1% |
| All | -45.7% | -28.9% | -16.8% | -31.8% |
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