+6.7%
RGTI vs TOST
-28.9%
+35.6%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | -1.2% | -7.3% | -7.9% |
| 7D | -0.9% | -3.6% | +2.7% | +1.1% |
| 30D | -16.2% | +8.9% | -25.0% | -20.3% |
| 3M | -38.6% | -2.2% | -36.3% | -38.5% |
| 6M | -45.8% | +41.0% | -86.8% | -56.7% |
| YTD | -49.8% | -4.0% | -45.9% | -51.2% |
| 1Y | -64.6% | -9.6% | -55.0% | -64.4% |
| 3Y | +1,045.4% | +141.7% | +903.7% | +591.3% |
| 5Y | +6.7% | -29.5% | +36.2% | -20.1% |
| All | +6.7% | -28.9% | +35.6% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling