-8.9%
TOST vs RGEN
+23.9%
-32.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.1% | -2.9% | -0.4% |
| 7D | +4.0% | +3.5% | +0.6% | +3.1% |
| 30D | +11.1% | +2.9% | +8.1% | +10.0% |
| 3M | +0.8% | +9.2% | -8.3% | -2.7% |
| 6M | +38.8% | +44.9% | -6.1% | +21.4% |
| YTD | -2.1% | +9.2% | -11.3% | -6.6% |
| All | -8.9% | +23.9% | -32.9% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling