+56.5%
RGTI vs TOST
-50.8%
+107.2%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.4% |
| 7D | +0.5% | -5.4% | +5.9% | +3.4% |
| 30D | -17.1% | -5.7% | -11.4% | -14.7% |
| 3M | -26.0% | +30.1% | -56.1% | -36.7% |
| 6M | -9.9% | +11.9% | -21.8% | -18.1% |
| YTD | -31.1% | -9.5% | -21.5% | -30.2% |
| 1Y | -8.5% | -21.3% | +12.7% | -0.3% |
| 3Y | +652.2% | +50.7% | +601.6% | +493.1% |
| All | +56.5% | -50.8% | +107.2% | +19.5% |
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