-17.4%
TOST vs TRGP
+80.7%
-98.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | -0.1% |
| 7D | -3.4% | +0.8% | -4.2% | -3.3% |
| 30D | -2.4% | +11.5% | -14.0% | -1.3% |
| 3M | +34.6% | +9.0% | +25.6% | +35.5% |
| 6M | +15.2% | +20.5% | -5.3% | +15.3% |
| YTD | -4.4% | +59.5% | -63.9% | -7.1% |
| 1Y | -17.4% | +77.9% | -95.3% | -24.3% |
| All | -17.4% | +80.7% | -98.1% | -24.3% |
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