-44.4%
TOST vs AFL
+169.6%
-214.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +4.0% | +0.5% | +3.5% | +3.8% |
| 30D | +11.1% | +9.3% | +1.7% | +6.5% |
| 3M | +0.8% | +1.0% | -0.2% | +0.2% |
| 6M | +38.8% | +11.8% | +27.0% | +31.0% |
| YTD | -2.1% | +15.3% | -17.4% | -9.3% |
| 1Y | -6.0% | +12.1% | -18.1% | -11.7% |
| 3Y | +149.8% | +65.0% | +84.8% | +87.0% |
| 5Y | -42.8% | +149.1% | -191.9% | -71.4% |
| All | -44.4% | +169.6% | -214.0% | -75.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling