-43.8%
TOST vs AG
+22.9%
-66.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.7% | 0.0% |
| 7D | +11.6% | -2.9% | +14.5% | +12.1% |
| 30D | +16.2% | -15.1% | +31.3% | +19.4% |
| 3M | +1.0% | -15.4% | +16.4% | +3.1% |
| 6M | +23.2% | -21.9% | +45.1% | +25.6% |
| YTD | -1.0% | -10.4% | +9.5% | -5.4% |
| 1Y | -9.9% | +39.8% | -49.7% | -22.6% |
| 3Y | +101.0% | +209.5% | -108.5% | +23.8% |
| 5Y | -40.4% | +12.5% | -52.9% | -50.8% |
| All | -43.8% | +22.9% | -66.7% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling