-44.5%
TOST vs TRGP
+550.7%
-595.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.1% |
| 7D | +9.4% | -16.0% | +25.4% | +18.4% |
| 30D | +13.5% | -6.4% | +19.9% | +15.7% |
| 3M | -0.1% | -1.0% | +0.8% | -1.8% |
| 6M | +22.5% | +7.0% | +15.5% | +13.4% |
| YTD | -2.4% | +46.1% | -48.5% | -26.4% |
| 1Y | -4.7% | +58.7% | -63.4% | -32.0% |
| 3Y | +103.2% | +221.9% | -118.7% | -13.3% |
| 5Y | -41.2% | +419.9% | -461.1% | -83.7% |
| All | -44.5% | +550.7% | -595.2% | -85.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling