-5.5%
TOST vs ACGL
+19.1%
-24.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.1% | +3.4% |
| 7D | 0.0% | +2.2% | -2.1% | -0.7% |
| 30D | +16.2% | +12.3% | +3.9% | +12.7% |
| 3M | -1.5% | +11.8% | -13.3% | -4.4% |
| 6M | +55.3% | +17.5% | +37.9% | +50.8% |
| YTD | -2.3% | +14.3% | -16.6% | -8.5% |
| 1Y | -5.5% | +18.2% | -23.7% | -13.1% |
| All | -5.5% | +19.1% | -24.7% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling