-37.0%
AAL vs TOST
-46.1%
+9.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.6% | -4.5% | -5.0% |
| 7D | +1.2% | +11.6% | -10.4% | -2.2% |
| 30D | -0.5% | +16.2% | -16.8% | -5.0% |
| 3M | -22.0% | +1.0% | -23.0% | -22.5% |
| 6M | +4.5% | +23.2% | -18.7% | -3.0% |
| YTD | -15.7% | -1.0% | -14.7% | -17.2% |
| 1Y | -3.7% | -9.9% | +6.2% | -2.7% |
| 3Y | +7.9% | +101.0% | -93.1% | -17.2% |
| 5Y | -40.7% | -40.4% | -0.3% | -51.0% |
| All | -37.0% | -46.1% | +9.1% | -48.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling