-46.4%
TOST vs RGEN
-47.0%
+0.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.8% | -0.3% |
| 7D | -4.7% | -1.2% | -3.5% | -4.3% |
| 30D | +8.5% | -5.1% | +13.6% | +10.3% |
| 3M | -1.6% | +0.5% | -2.1% | -3.5% |
| 6M | +44.1% | +46.6% | -2.5% | +18.5% |
| YTD | -5.6% | +1.6% | -7.2% | -9.8% |
| 1Y | -12.6% | +5.4% | -18.0% | -18.0% |
| 3Y | +137.6% | +12.8% | +124.7% | +95.8% |
| 5Y | -30.4% | -35.6% | +5.2% | -28.2% |
| All | -46.4% | -47.0% | +0.6% | -39.2% |
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