-40.6%
TOST vs AA
-15.4%
-25.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.9% | -4.3% | -2.2% |
| 7D | +9.4% | +0.9% | +8.5% | +9.1% |
| 30D | +13.5% | -6.7% | +20.2% | +15.5% |
| 3M | -0.1% | -16.3% | +16.2% | +4.1% |
| 6M | +22.5% | -37.1% | +59.6% | +36.0% |
| YTD | -2.4% | -25.0% | +22.6% | 0.0% |
| 1Y | -4.7% | +8.6% | -13.3% | -14.1% |
| 3Y | +103.2% | +57.2% | +46.0% | +49.8% |
| All | -40.6% | -15.4% | -25.2% | -54.4% |
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