-0.8%
TOST vs TRGP
+89.5%
-90.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.5% | +10.0% | +4.3% |
| 7D | +10.7% | -6.5% | +17.2% | +9.0% |
| 30D | +17.7% | -0.4% | +18.2% | +17.5% |
| 3M | +4.6% | +8.8% | -4.2% | +6.2% |
| 6M | +20.3% | +11.0% | +9.3% | +21.4% |
| YTD | -0.4% | +57.4% | -57.8% | +0.6% |
| 1Y | -0.8% | +87.9% | -88.6% | -7.3% |
| All | -0.8% | +89.5% | -90.3% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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