-44.8%
TOST vs AG
+23.4%
-68.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.9% | +5.1% | +0.3% |
| 7D | +3.0% | +6.0% | -3.0% | +1.8% |
| 30D | +10.3% | -13.5% | +23.8% | +12.9% |
| 3M | -3.3% | -20.7% | +17.4% | -0.1% |
| 6M | +37.8% | -31.5% | +69.3% | +44.4% |
| YTD | -2.8% | -10.1% | +7.4% | -7.2% |
| 1Y | -9.6% | +26.0% | -35.6% | -20.5% |
| 3Y | +144.6% | +228.9% | -84.2% | +47.8% |
| 5Y | -31.0% | +8.7% | -39.6% | -42.1% |
| All | -44.8% | +23.4% | -68.1% | -57.4% |
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