+7.7%
AAL vs TOST
+2.2%
+5.6%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.5% | +0.8% | +4.6% |
| 7D | +8.3% | +10.7% | -2.4% | +4.9% |
| 30D | +6.2% | +17.7% | -11.5% | +1.1% |
| 3M | -17.7% | +4.6% | -22.3% | -19.2% |
| 6M | +15.4% | +20.3% | -4.9% | +7.6% |
| YTD | -11.1% | -0.4% | -10.7% | -12.6% |
| 1Y | +7.7% | -0.8% | +8.5% | +5.8% |
| All | +7.7% | +2.2% | +5.6% | +5.8% |
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