-45.7%
TOST vs AFRM
-33.3%
-12.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +1.0% |
| 7D | -3.4% | -7.0% | +3.5% | -1.1% |
| 30D | -2.4% | -7.8% | +5.4% | 0.0% |
| 3M | +34.6% | +5.3% | +29.3% | +31.1% |
| 6M | +15.2% | +42.6% | -27.4% | +0.8% |
| YTD | -4.4% | -2.8% | -1.6% | -5.3% |
| 1Y | -17.4% | -19.3% | +1.9% | -14.0% |
| 3Y | +54.5% | +231.0% | -176.5% | -21.8% |
| All | -45.7% | -33.3% | -12.4% | -59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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