-45.4%
TOST vs AG
+22.0%
-67.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -3.6% | -4.0% | +0.4% | -2.9% |
| 30D | +8.9% | -13.1% | +21.9% | +11.4% |
| 3M | -2.2% | -22.0% | +19.8% | +1.3% |
| 6M | +41.0% | -37.3% | +78.2% | +50.3% |
| YTD | -4.0% | -11.2% | +7.2% | -8.2% |
| 1Y | -9.6% | +23.9% | -33.5% | -20.2% |
| 3Y | +141.7% | +225.1% | -83.5% | +46.3% |
| 5Y | -29.5% | +7.7% | -37.2% | -40.8% |
| All | -45.4% | +22.0% | -67.4% | -57.8% |
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