+948.1%
RGTI vs TOST
+142.2%
+805.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.3% | -7.8% |
| 7D | -0.9% | -3.6% | +2.7% | +1.4% |
| 30D | -16.2% | +8.9% | -25.0% | -20.9% |
| 3M | -38.6% | -2.2% | -36.3% | -38.5% |
| 6M | -45.8% | +41.0% | -86.8% | -58.5% |
| YTD | -49.8% | -4.0% | -45.9% | -51.1% |
| 1Y | -64.6% | -9.6% | -55.0% | -63.9% |
| All | +948.1% | +142.2% | +805.9% | +388.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling