-44.5%
TOST vs RVTY
-15.3%
-29.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -16.4% |
| 6M | +22.5% | +56.7% | -34.2% | -6.4% |
| YTD | -2.4% | +60.7% | -63.1% | -27.4% |
| 1Y | -4.7% | +73.7% | -78.4% | -32.6% |
| 3Y | +103.2% | +82.8% | +20.5% | +26.3% |
| 5Y | -41.2% | -7.0% | -34.2% | -38.5% |
| All | -44.5% | -15.3% | -29.2% | -37.3% |
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