+103.2%
TOST vs AA
+52.9%
+50.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.0% |
| 7D | +9.4% | +0.9% | +8.5% | +9.2% |
| 30D | +13.5% | -6.7% | +20.2% | +15.1% |
| 3M | -0.1% | -16.3% | +16.2% | +3.2% |
| 6M | +22.5% | -37.1% | +59.6% | +33.5% |
| YTD | -2.4% | -25.0% | +22.6% | -1.4% |
| 1Y | -4.7% | +8.6% | -13.3% | -15.0% |
| 3Y | +103.2% | +57.2% | +46.0% | +41.0% |
| All | +103.2% | +52.9% | +50.3% | +41.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling