-31.0%
TOST vs AA
-10.5%
-20.5%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | +0.5% |
| 7D | +3.0% | +1.2% | +1.7% | +2.5% |
| 30D | +10.3% | -5.0% | +15.3% | +11.5% |
| 3M | -3.3% | -22.2% | +18.9% | +2.8% |
| 6M | +37.8% | -36.3% | +74.1% | +52.4% |
| YTD | -2.8% | -24.2% | +21.4% | -0.8% |
| 1Y | -9.6% | +3.9% | -13.5% | -17.3% |
| 3Y | +144.6% | +67.6% | +77.1% | +76.8% |
| 5Y | -31.0% | -8.8% | -22.1% | -47.8% |
| All | -31.0% | -10.5% | -20.5% | -47.8% |
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