+55.7%
RGTI vs TOST
-48.0%
+103.7%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | -2.5% | -3.4% | +0.9% | -0.7% |
| 30D | -9.4% | -2.4% | -7.0% | -8.6% |
| 3M | -37.1% | +34.6% | -71.7% | -47.2% |
| 6M | -14.4% | +15.2% | -29.6% | -23.5% |
| YTD | -31.4% | -4.4% | -27.0% | -32.4% |
| 1Y | +0.5% | -17.4% | +17.9% | +6.9% |
| 3Y | +726.1% | +54.5% | +671.6% | +539.9% |
| All | +55.7% | -48.0% | +103.7% | +15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling