-45.7%
TOST vs RGEN
-46.6%
+0.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.6% |
| 7D | -3.4% | -4.9% | +1.5% | -1.5% |
| 30D | -2.4% | +5.7% | -8.1% | -5.1% |
| 3M | +34.6% | +32.4% | +2.2% | +17.8% |
| 6M | +15.2% | +33.2% | -18.0% | -0.7% |
| YTD | -4.4% | +2.3% | -6.7% | -7.6% |
| 1Y | -17.4% | +39.0% | -56.4% | -31.4% |
| 3Y | +54.5% | -4.6% | +59.1% | +40.9% |
| All | -45.7% | -46.6% | +0.9% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling