+2.1%
AAL vs TOST
-20.0%
+22.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -3.7% | -3.4% | -0.3% | -2.8% |
| 30D | -20.8% | -2.4% | -18.4% | -20.4% |
| 3M | -1.3% | +34.6% | -35.9% | -9.5% |
| 6M | +5.4% | +15.2% | -9.8% | -0.4% |
| YTD | -14.4% | -4.4% | -10.0% | -14.5% |
| 1Y | +2.1% | -17.4% | +19.5% | +5.2% |
| All | +2.1% | -20.0% | +22.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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