-46.4%
TOST vs AA
-9.8%
-36.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.3% |
| 7D | -4.7% | +5.3% | -9.9% | -6.1% |
| 30D | +8.5% | -2.3% | +10.8% | +8.9% |
| 3M | -1.6% | -20.8% | +19.2% | +4.1% |
| 6M | +44.1% | -39.8% | +83.9% | +62.1% |
| YTD | -5.6% | -23.3% | +17.7% | -4.0% |
| 1Y | -12.6% | +1.8% | -14.4% | -19.2% |
| 3Y | +137.6% | +69.5% | +68.0% | +73.1% |
| 5Y | -30.4% | -18.0% | -12.4% | -42.2% |
| All | -46.4% | -9.8% | -36.6% | -55.8% |
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