-1.7%
AGG vs TOST
-48.0%
+46.3%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.2% | -3.4% | +3.3% | -0.1% |
| 30D | -0.4% | -2.4% | +2.1% | -0.3% |
| 3M | -0.7% | +34.6% | -35.3% | -1.2% |
| 6M | -1.5% | +15.2% | -16.7% | -1.9% |
| YTD | -0.3% | -4.4% | +4.1% | -0.3% |
| 1Y | +1.3% | -17.4% | +18.7% | +1.5% |
| 3Y | +13.2% | +54.5% | -41.2% | +11.2% |
| All | -1.7% | -48.0% | +46.3% | -2.6% |
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 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