+62.0%
RGTI vs TOST
-49.0%
+111.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +6.0% | +5.0% |
| 7D | +5.5% | -0.9% | +6.4% | +5.9% |
| 30D | -11.9% | -3.5% | -8.4% | -10.6% |
| 3M | -27.4% | +38.1% | -65.5% | -39.9% |
| 6M | -7.1% | +9.9% | -17.0% | -14.7% |
| YTD | -28.6% | -6.3% | -22.4% | -29.0% |
| 1Y | +4.4% | -18.3% | +22.7% | +11.5% |
| 3Y | +698.5% | +59.7% | +638.7% | +511.5% |
| All | +62.0% | -49.0% | +111.0% | +21.4% |
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