-8.5%
TOST vs TRGP
+67.7%
-76.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | 0.0% |
| 7D | +3.0% | -5.8% | +8.7% | +1.3% |
| 30D | +10.3% | -1.5% | +11.7% | +9.7% |
| 3M | -3.3% | +6.1% | -9.4% | -2.1% |
| 6M | +37.8% | +14.4% | +23.4% | +39.7% |
| YTD | -2.8% | +55.3% | -58.1% | +1.5% |
| All | -8.5% | +67.7% | -76.2% | -7.8% |
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 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