-44.4%
TOST vs TRGP
+572.9%
-617.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.4% | -3.1% | -1.4% |
| 7D | +4.0% | -7.2% | +11.2% | +7.5% |
| 30D | +11.1% | -4.2% | +15.2% | +12.0% |
| 3M | +0.8% | +7.0% | -6.1% | -4.6% |
| 6M | +38.8% | +11.2% | +27.6% | +25.8% |
| YTD | -2.1% | +51.1% | -53.2% | -27.4% |
| 1Y | -6.0% | +62.0% | -68.1% | -33.5% |
| 3Y | +149.8% | +248.2% | -98.4% | +1.4% |
| 5Y | -42.8% | +432.4% | -475.2% | -84.4% |
| All | -44.4% | +572.9% | -617.3% | -85.8% |
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