-44.8%
TOST vs TRGP
+591.8%
-636.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -2.1% |
| 7D | +3.0% | -5.8% | +8.7% | +5.6% |
| 30D | +10.3% | -1.5% | +11.7% | +9.6% |
| 3M | -3.3% | +6.1% | -9.4% | -8.1% |
| 6M | +37.8% | +14.4% | +23.4% | +23.2% |
| YTD | -2.8% | +55.3% | -58.1% | -28.9% |
| 1Y | -9.6% | +69.1% | -78.7% | -37.5% |
| 3Y | +144.6% | +254.3% | -109.6% | -1.3% |
| 5Y | -31.0% | +471.4% | -502.4% | -82.1% |
| All | -44.8% | +591.8% | -636.6% | -86.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling