-27.7%
TOST vs AA
-17.9%
-9.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.2% | +3.9% |
| 7D | 0.0% | +0.5% | -0.5% | -0.2% |
| 30D | +16.2% | -0.6% | +16.8% | +16.0% |
| 3M | -1.5% | -19.7% | +18.1% | +3.9% |
| 6M | +55.3% | -41.6% | +96.9% | +76.9% |
| YTD | -2.3% | -24.6% | +22.3% | -0.2% |
| 1Y | -5.5% | +4.9% | -10.4% | -14.0% |
| 3Y | +151.1% | +66.8% | +84.3% | +80.0% |
| All | -27.7% | -17.9% | -9.8% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling