-36.4%
AAL vs TOST
-40.0%
+3.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.3% | +7.1% | +7.3% |
| 7D | +8.3% | +4.0% | +4.2% | +6.9% |
| 30D | +11.0% | +11.1% | -0.1% | +7.4% |
| 3M | -11.2% | +0.8% | -12.0% | -11.6% |
| 6M | +6.1% | +38.8% | -32.7% | -5.0% |
| YTD | -7.6% | -2.1% | -5.5% | -9.0% |
| 1Y | +3.7% | -6.0% | +9.8% | +3.4% |
| 3Y | +20.5% | +149.8% | -129.3% | -14.2% |
| 5Y | -36.4% | -42.8% | +6.4% | -40.9% |
| All | -36.4% | -40.0% | +3.6% | -40.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling