-48.1%
TOST vs AFL
+147.0%
-195.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.4% |
| 7D | -4.7% | -2.1% | -2.5% | -3.7% |
| 30D | -9.1% | -5.4% | -3.6% | -6.7% |
| 3M | +29.8% | -0.3% | +30.1% | +29.7% |
| 6M | +10.0% | +5.2% | +4.8% | +6.8% |
| YTD | -8.6% | +5.7% | -14.3% | -11.8% |
| 1Y | -20.7% | +10.2% | -30.9% | -25.2% |
| 3Y | +55.7% | +63.4% | -7.7% | +15.4% |
| All | -48.1% | +147.0% | -195.1% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded AFL 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling