-17.4%
TOST vs AG
+125.2%
-142.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.1% |
| 7D | -3.4% | +1.0% | -4.4% | -3.4% |
| 30D | -2.4% | +19.2% | -21.6% | -2.5% |
| 3M | +34.6% | +6.2% | +28.5% | +34.4% |
| 6M | +15.2% | -26.7% | +41.9% | +14.8% |
| YTD | -4.4% | +26.1% | -30.5% | -5.2% |
| 1Y | -17.4% | +131.7% | -149.1% | -12.3% |
| All | -17.4% | +125.2% | -142.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling