-1.4%
RGTI vs TOST
-46.9%
+45.4%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.5% | -10.3% | -8.7% |
| 7D | -18.1% | 0.0% | -18.2% | -18.2% |
| 30D | -17.6% | +16.2% | -33.8% | -24.3% |
| 3M | -48.3% | -1.5% | -46.8% | -48.4% |
| 6M | -47.8% | +55.3% | -103.1% | -59.9% |
| YTD | -56.6% | -2.3% | -54.2% | -58.1% |
| 1Y | -61.8% | -5.5% | -56.3% | -62.5% |
| 3Y | +807.5% | +151.1% | +656.4% | +462.0% |
| 5Y | -8.8% | -27.9% | +19.1% | -34.2% |
| All | -1.4% | -46.9% | +45.4% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 10y: compounded portfolio wealth divided by compounded TOST 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…
10y analysis · Full analysis span regression · 6 months rolling