-35.1%
AAL vs TOST
-48.6%
+13.5%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.7% | -3.9% | -5.1% |
| 7D | +2.9% | -4.7% | +7.6% | +4.5% |
| 30D | +6.5% | +8.5% | -2.0% | +3.9% |
| 3M | -10.9% | -1.6% | -9.3% | -10.5% |
| 6M | +4.9% | +44.1% | -39.2% | -6.7% |
| YTD | -13.2% | -5.6% | -7.6% | -13.4% |
| 1Y | -1.1% | -12.6% | +11.5% | +0.9% |
| 3Y | +12.8% | +137.6% | -124.8% | -17.0% |
| 5Y | -34.4% | -30.4% | -4.0% | -45.8% |
| All | -35.1% | -48.6% | +13.5% | -46.5% |
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