-44.8%
TOST vs AGI
+328.9%
-373.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.3% | +4.6% | +0.5% |
| 7D | +3.0% | +13.9% | -11.0% | -0.2% |
| 30D | +10.3% | -6.2% | +16.5% | +11.5% |
| 3M | -3.3% | -6.9% | +3.7% | -2.4% |
| 6M | +37.8% | -28.7% | +66.5% | +46.8% |
| YTD | -2.8% | -19.8% | +17.0% | -2.0% |
| 1Y | -9.6% | -4.8% | -4.8% | -13.4% |
| 3Y | +144.6% | +144.3% | +0.3% | +59.3% |
| 5Y | -31.0% | +277.2% | -308.2% | -64.4% |
| All | -44.8% | +328.9% | -373.6% | -74.3% |
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