-44.5%
TOST vs RGEN
-44.7%
+0.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.0% | -4.4% | -2.6% |
| 7D | +9.4% | -1.9% | +11.4% | +10.1% |
| 30D | +13.5% | +3.7% | +9.7% | +11.2% |
| 3M | -0.1% | +8.8% | -9.0% | -5.3% |
| 6M | +22.5% | +38.0% | -15.5% | +3.8% |
| YTD | -2.4% | +5.9% | -8.2% | -8.2% |
| 1Y | -4.7% | +19.7% | -24.4% | -15.4% |
| 3Y | +103.2% | +20.5% | +82.7% | +62.8% |
| 5Y | -41.2% | -35.0% | -6.3% | -38.9% |
| All | -44.5% | -44.7% | +0.2% | -38.1% |
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