-44.8%
TOST vs RGEN
-44.6%
-0.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | +0.4% |
| 7D | +3.0% | -2.4% | +5.4% | +3.8% |
| 30D | +10.3% | +0.1% | +10.2% | +9.7% |
| 3M | -3.3% | +6.6% | -9.9% | -7.5% |
| 6M | +37.8% | +40.9% | -3.1% | +15.5% |
| YTD | -2.8% | +6.2% | -9.0% | -8.8% |
| 1Y | -9.6% | +19.4% | -29.0% | -19.7% |
| 3Y | +144.6% | +17.9% | +126.7% | +98.1% |
| 5Y | -31.0% | -34.0% | +3.0% | -29.4% |
| All | -44.8% | -44.6% | -0.2% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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