-43.4%
TOST vs ACGL
+197.8%
-241.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.8% | +4.4% |
| 7D | +10.7% | +8.0% | +2.8% | +7.3% |
| 30D | +17.7% | +17.3% | +0.4% | +10.3% |
| 3M | +4.6% | +11.2% | -6.6% | +0.2% |
| 6M | +20.3% | +18.2% | +2.1% | +12.2% |
| YTD | -0.4% | +15.4% | -15.8% | -6.8% |
| 1Y | -0.8% | +26.5% | -27.3% | -10.8% |
| 3Y | +102.2% | +36.1% | +66.2% | +71.2% |
| 5Y | -41.3% | +175.9% | -217.3% | -72.2% |
| All | -43.4% | +197.8% | -241.2% | -75.2% |
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