+151.1%
TOST vs RGEN
+15.2%
+135.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | 0.0% | -3.3% | +3.3% | +0.9% |
| 30D | +16.2% | -5.8% | +22.0% | +17.8% |
| 3M | -1.5% | +0.2% | -1.7% | -2.7% |
| 6M | +55.3% | +56.8% | -1.5% | +33.4% |
| YTD | -2.3% | +2.4% | -4.7% | -5.5% |
| 1Y | -5.5% | +11.4% | -17.0% | -10.9% |
| 3Y | +151.1% | +15.2% | +136.0% | +132.4% |
| All | +151.1% | +15.2% | +135.9% | +132.4% |
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