-45.7%
TOST vs ACGL
+163.9%
-209.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.8% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | -2.4% | -1.0% | -1.4% | -2.0% |
| 3M | +34.6% | +11.0% | +23.6% | +29.0% |
| 6M | +15.2% | -0.3% | +15.5% | +14.9% |
| YTD | -4.4% | +2.3% | -6.7% | -6.1% |
| 1Y | -17.4% | +6.4% | -23.8% | -20.4% |
| 3Y | +54.5% | +34.0% | +20.5% | +28.0% |
| All | -45.7% | +163.9% | -209.6% | -75.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling