-44.5%
TOST vs AGI
+297.7%
-342.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +3.9% | +3.6% |
| 7D | 0.0% | -10.1% | +10.1% | +2.4% |
| 30D | +16.2% | -6.5% | +22.7% | +17.6% |
| 3M | -1.5% | -12.8% | +11.3% | +0.8% |
| 6M | +55.3% | -34.3% | +89.6% | +68.6% |
| YTD | -2.3% | -25.6% | +23.3% | +0.1% |
| 1Y | -5.5% | -14.2% | +8.7% | -7.2% |
| 3Y | +151.1% | +127.3% | +23.8% | +66.2% |
| 5Y | -27.9% | +241.8% | -269.7% | -62.1% |
| All | -44.5% | +297.7% | -342.3% | -73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling