-48.1%
TOST vs AGI
+412.8%
-460.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.8% |
| 7D | -4.7% | +2.2% | -6.9% | -5.2% |
| 30D | -9.1% | +11.3% | -20.3% | -11.5% |
| 3M | +29.8% | +5.6% | +24.2% | +27.1% |
| 6M | +10.0% | -27.7% | +37.7% | +17.3% |
| YTD | -8.6% | -4.1% | -4.5% | -11.2% |
| 1Y | -20.7% | +13.8% | -34.5% | -27.6% |
| 3Y | +55.7% | +217.0% | -161.3% | -5.2% |
| All | -48.1% | +412.8% | -460.9% | -76.7% |
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