-43.8%
TOST vs AA
-14.3%
-29.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.3% | +4.7% | +0.8% |
| 7D | +11.6% | -3.7% | +15.3% | +12.7% |
| 30D | +16.2% | -10.8% | +27.0% | +19.7% |
| 3M | +1.0% | -19.1% | +20.1% | +6.2% |
| 6M | +23.2% | -38.7% | +61.9% | +37.5% |
| YTD | -1.0% | -27.1% | +26.2% | +2.2% |
| 1Y | -9.9% | +8.3% | -18.2% | -18.6% |
| 3Y | +101.0% | +49.6% | +51.5% | +52.4% |
| 5Y | -40.4% | -15.5% | -24.9% | -50.0% |
| All | -43.8% | -14.3% | -29.5% | -52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling