-0.8%
TOST vs AA
+13.9%
-14.7%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.8% | +2.7% | +5.4% |
| 7D | +10.7% | +0.9% | +9.8% | +10.7% |
| 30D | +17.7% | -6.4% | +24.2% | +17.9% |
| 3M | +4.6% | -13.0% | +17.6% | +4.8% |
| 6M | +20.3% | -34.6% | +54.9% | +21.5% |
| YTD | -0.4% | -23.0% | +22.6% | -4.8% |
| 1Y | -0.8% | +16.0% | -16.7% | -18.3% |
| All | -0.8% | +13.9% | -14.7% | -18.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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