-46.4%
TOST vs TRGP
+628.7%
-675.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.2% | -2.4% |
| 7D | -4.7% | +9.0% | -13.7% | -8.7% |
| 30D | +8.5% | +1.5% | +7.0% | +6.4% |
| 3M | -1.6% | +10.7% | -12.3% | -8.4% |
| 6M | +44.1% | +17.1% | +27.0% | +27.7% |
| YTD | -5.6% | +63.6% | -69.2% | -32.7% |
| 1Y | -12.6% | +77.0% | -89.5% | -40.8% |
| 3Y | +137.6% | +273.2% | -135.6% | -6.6% |
| 5Y | -30.4% | +508.6% | -539.0% | -82.6% |
| All | -46.4% | +628.7% | -675.0% | -86.8% |
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