-40.6%
TOST vs ACGL
+159.2%
-199.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.9% |
| 3M | -0.1% | +8.0% | -8.2% | -3.1% |
| 6M | +22.5% | +13.3% | +9.2% | +16.5% |
| YTD | -2.4% | +11.8% | -14.2% | -7.3% |
| 1Y | -4.7% | +22.2% | -26.9% | -12.8% |
| 3Y | +103.2% | +32.5% | +70.7% | +75.3% |
| All | -40.6% | +159.2% | -199.8% | -70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling