-44.4%
TOST vs ACGL
+190.9%
-235.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +4.0% | -1.1% | +5.1% | +4.5% |
| 30D | +11.1% | +13.1% | -2.1% | +5.6% |
| 3M | +0.8% | +9.8% | -8.9% | -2.9% |
| 6M | +38.8% | +15.3% | +23.5% | +30.7% |
| YTD | -2.1% | +12.7% | -14.8% | -7.5% |
| 1Y | -6.0% | +20.7% | -26.7% | -13.8% |
| 3Y | +149.8% | +34.3% | +115.5% | +111.9% |
| 5Y | -42.8% | +170.6% | -213.4% | -72.6% |
| All | -44.4% | +190.9% | -235.3% | -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