-9.6%
TOST vs AA
+6.6%
-16.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.7% | -3.9% | -1.3% |
| 7D | -3.6% | +1.1% | -4.7% | -3.6% |
| 30D | +8.9% | -1.3% | +10.1% | +8.9% |
| 3M | -2.2% | -23.9% | +21.7% | -1.8% |
| 6M | +41.0% | -36.8% | +77.8% | +42.7% |
| YTD | -4.0% | -22.2% | +18.2% | -8.5% |
| 1Y | -9.6% | +10.4% | -19.9% | -24.1% |
| All | -9.6% | +6.6% | -16.2% | -24.1% |
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