-5.5%
TOST vs AG
+7.9%
-13.4%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.6% |
| 7D | 0.0% | -10.0% | +10.0% | +0.5% |
| 30D | +16.2% | -10.5% | +26.7% | +16.7% |
| 3M | -1.5% | -27.3% | +25.7% | -0.6% |
| 6M | +55.3% | -43.0% | +98.3% | +57.7% |
| YTD | -2.3% | -17.9% | +15.6% | -9.2% |
| 1Y | -5.5% | +11.9% | -17.5% | -16.3% |
| All | -5.5% | +7.9% | -13.4% | -16.3% |
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