-35.8%
AAL vs TOST
-46.9%
+11.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.4% |
| 7D | +4.6% | +9.4% | -4.8% | +1.7% |
| 30D | +2.6% | +13.5% | -10.9% | -1.3% |
| 3M | -17.8% | -0.1% | -17.6% | -18.0% |
| 6M | +1.9% | +22.5% | -20.6% | -5.3% |
| YTD | -14.0% | -2.4% | -11.7% | -15.2% |
| 1Y | +0.2% | -4.7% | +4.9% | -0.5% |
| 3Y | +13.0% | +103.2% | -90.2% | -13.5% |
| 5Y | -39.6% | -41.2% | +1.6% | -49.9% |
| All | -35.8% | -46.9% | +11.1% | -47.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling