-44.5%
TOST vs AA
-11.8%
-32.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.2% |
| 7D | +9.4% | +0.9% | +8.5% | +9.2% |
| 30D | +13.5% | -6.7% | +20.2% | +15.4% |
| 3M | -0.1% | -16.3% | +16.2% | +4.0% |
| 6M | +22.5% | -37.1% | +59.6% | +35.7% |
| YTD | -2.4% | -25.0% | +22.6% | 0.0% |
| 1Y | -4.7% | +8.6% | -13.3% | -13.8% |
| 3Y | +103.2% | +57.2% | +46.0% | +51.7% |
| 5Y | -41.2% | -13.0% | -28.2% | -51.1% |
| All | -44.5% | -11.8% | -32.7% | -53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling