-30.4%
TOST vs AG
+3.1%
-33.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.3% | +3.6% | -0.8% |
| 7D | -4.7% | -6.0% | +1.4% | -3.7% |
| 30D | +8.5% | -14.3% | +22.8% | +11.3% |
| 3M | -1.6% | -26.9% | +25.3% | +3.1% |
| 6M | +44.1% | -42.1% | +86.2% | +55.9% |
| YTD | -5.6% | -15.9% | +10.3% | -8.8% |
| 1Y | -12.6% | +11.5% | -24.1% | -21.1% |
| 3Y | +137.6% | +208.0% | -70.4% | +45.6% |
| 5Y | -30.4% | +2.4% | -32.8% | -25.9% |
| All | -30.4% | +3.1% | -33.4% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling