+144.6%
TOST vs RGEN
+18.4%
+126.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.8% | +2.1% | 0.0% |
| 7D | +3.0% | -2.4% | +5.4% | +3.5% |
| 30D | +10.3% | +0.1% | +10.2% | +9.9% |
| 3M | -3.3% | +6.6% | -9.9% | -6.1% |
| 6M | +37.8% | +40.9% | -3.1% | +22.3% |
| YTD | -2.8% | +6.2% | -9.0% | -6.8% |
| 1Y | -9.6% | +19.4% | -29.0% | -16.4% |
| 3Y | +144.6% | +17.9% | +126.7% | +124.0% |
| All | +144.6% | +18.4% | +126.3% | +124.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling