-45.7%
TOST vs AFL
+152.3%
-198.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.5% |
| 7D | -3.4% | +0.6% | -4.0% | -3.7% |
| 30D | -2.4% | -6.2% | +3.7% | +0.4% |
| 3M | +34.6% | +2.2% | +32.4% | +32.9% |
| 6M | +15.2% | +5.3% | +9.9% | +11.8% |
| YTD | -4.4% | +8.0% | -12.3% | -8.6% |
| 1Y | -17.4% | +10.2% | -27.7% | -22.0% |
| 3Y | +54.5% | +67.1% | -12.6% | +13.3% |
| All | -45.7% | +152.3% | -198.0% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling