+151.1%
TOST vs AG
+195.3%
-44.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.4% | +5.9% | +3.7% |
| 7D | 0.0% | -10.0% | +10.0% | +1.1% |
| 30D | +16.2% | -10.5% | +26.7% | +17.4% |
| 3M | -1.5% | -27.3% | +25.7% | +1.2% |
| 6M | +55.3% | -43.0% | +98.3% | +62.9% |
| YTD | -2.3% | -17.9% | +15.6% | -4.6% |
| 1Y | -5.5% | +11.9% | -17.5% | -12.0% |
| 3Y | +151.1% | +201.8% | -50.7% | +78.3% |
| All | +151.1% | +195.3% | -44.2% | +78.3% |
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 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