-45.7%
TOST vs AA
+11.2%
-56.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.6% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | -2.4% | +5.0% | -7.4% | -4.2% |
| 3M | +34.6% | -35.8% | +70.4% | +50.6% |
| 6M | +15.2% | -18.4% | +33.6% | +17.9% |
| YTD | -4.4% | -5.5% | +1.1% | -7.7% |
| 1Y | -17.4% | +61.0% | -78.4% | -33.9% |
| 3Y | +54.5% | +66.2% | -11.8% | +14.3% |
| All | -45.7% | +11.2% | -56.9% | -57.5% |
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