+0.4%
AGG vs TOST
-18.7%
+19.1%
-2.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +0.1% | -0.9% | +1.0% | +0.1% |
| 30D | -0.4% | -3.5% | +3.1% | -0.3% |
| 3M | -0.3% | +38.1% | -38.4% | -0.5% |
| 6M | -1.2% | +9.9% | -11.1% | -1.5% |
| YTD | -0.4% | -6.3% | +5.9% | -0.6% |
| 1Y | +0.4% | -18.3% | +18.7% | 0.0% |
| All | +0.4% | -18.7% | +19.1% | 0.0% |
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