+22.5%
TOST vs AGI
-21.9%
+44.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.6% |
| 7D | +9.4% | +16.0% | -6.5% | +7.7% |
| 30D | +13.5% | +1.0% | +12.5% | +12.7% |
| 3M | -0.1% | +2.5% | -2.6% | -0.7% |
| 6M | +22.5% | -24.0% | +46.5% | +18.1% |
| All | +22.5% | -21.9% | +44.4% | +18.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling