-18.3%
TOST vs TRGP
+83.8%
-102.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.8% |
| 7D | -0.9% | -0.6% | -0.3% | -0.9% |
| 30D | -3.5% | +14.6% | -18.0% | -2.0% |
| 3M | +38.1% | +11.9% | +26.2% | +39.2% |
| 6M | +9.9% | +25.3% | -15.4% | +9.9% |
| YTD | -6.3% | +61.9% | -68.1% | -8.9% |
| 1Y | -18.3% | +87.3% | -105.6% | -25.0% |
| All | -18.3% | +83.8% | -102.1% | -25.0% |
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 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