-44.4%
TOST vs AG
+31.0%
-75.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.7% | -4.4% | -0.5% |
| 7D | +4.0% | +10.8% | -6.8% | +2.1% |
| 30D | +11.1% | -8.2% | +19.2% | +12.5% |
| 3M | +0.8% | -13.7% | +14.5% | +2.6% |
| 6M | +38.8% | -27.3% | +66.1% | +43.9% |
| YTD | -2.1% | -4.6% | +2.5% | -7.5% |
| 1Y | -6.0% | +39.4% | -45.4% | -18.9% |
| 3Y | +149.8% | +244.1% | -94.3% | +50.0% |
| 5Y | -42.8% | +16.8% | -59.5% | -52.7% |
| All | -44.4% | +31.0% | -75.4% | -57.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling