-44.4%
TOST vs AA
-6.7%
-37.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.8% | -5.5% | -1.3% |
| 7D | +4.0% | +4.8% | -0.8% | +2.6% |
| 30D | +11.1% | -0.6% | +11.7% | +11.0% |
| 3M | +0.8% | -16.3% | +17.1% | +5.0% |
| 6M | +38.8% | -33.4% | +72.2% | +51.5% |
| YTD | -2.1% | -20.7% | +18.6% | -1.3% |
| 1Y | -6.0% | +12.9% | -19.0% | -15.8% |
| 3Y | +149.8% | +75.7% | +74.1% | +80.3% |
| 5Y | -42.8% | -6.8% | -36.0% | -53.1% |
| All | -44.4% | -6.7% | -37.7% | -54.5% |
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