-44.5%
TOST vs ACGL
+188.6%
-233.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.2% |
| 7D | +9.4% | +0.9% | +8.6% | +9.1% |
| 30D | +13.5% | +13.7% | -0.2% | +7.7% |
| 3M | -0.1% | +8.0% | -8.2% | -3.2% |
| 6M | +22.5% | +13.3% | +9.2% | +16.2% |
| YTD | -2.4% | +11.8% | -14.2% | -7.5% |
| 1Y | -4.7% | +22.2% | -26.9% | -13.1% |
| 3Y | +103.2% | +32.5% | +70.7% | +73.8% |
| 5Y | -41.2% | +160.2% | -201.4% | -70.9% |
| All | -44.5% | +188.6% | -233.2% | -75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling