+56.7%
TOST vs AG
+260.2%
-203.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.3% |
| 7D | -3.4% | +1.0% | -4.4% | -3.5% |
| 30D | -2.4% | +19.2% | -21.6% | -4.4% |
| 3M | +34.6% | +6.2% | +28.5% | +33.0% |
| 6M | +15.2% | -26.7% | +41.9% | +17.9% |
| YTD | -4.4% | +26.1% | -30.5% | -10.2% |
| 1Y | -17.4% | +131.7% | -149.1% | -30.6% |
| All | +56.7% | +260.2% | -203.5% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling