+103.2%
TOST vs AG
+219.8%
-116.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -1.6% |
| 7D | +9.4% | +6.3% | +3.1% | +8.7% |
| 30D | +13.5% | -8.9% | +22.4% | +14.5% |
| 3M | -0.1% | -12.2% | +12.1% | +0.6% |
| 6M | +22.5% | -28.3% | +50.8% | +25.2% |
| YTD | -2.4% | -8.8% | +6.5% | -5.7% |
| 1Y | -4.7% | +39.4% | -44.1% | -13.8% |
| 3Y | +103.2% | +229.4% | -126.2% | +30.0% |
| All | +103.2% | +219.8% | -116.5% | +30.0% |
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