-9.6%
TOST vs TRGP
+73.9%
-83.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.7% | -4.9% | -0.2% |
| 7D | -3.6% | +2.4% | -6.0% | -3.0% |
| 30D | +8.9% | +0.8% | +8.0% | +9.1% |
| 3M | -2.2% | +10.4% | -12.6% | +0.1% |
| 6M | +41.0% | +16.3% | +24.7% | +44.3% |
| YTD | -4.0% | +61.1% | -65.1% | +1.3% |
| 1Y | -9.6% | +71.6% | -81.2% | -8.0% |
| All | -9.6% | +73.9% | -83.5% | -8.0% |
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