-45.7%
TOST vs AGI
+413.4%
-459.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.5% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | -2.4% | +18.2% | -20.7% | -6.4% |
| 3M | +34.6% | -4.1% | +38.7% | +34.9% |
| 6M | +15.2% | -28.7% | +43.9% | +23.1% |
| YTD | -4.4% | -4.0% | -0.4% | -7.1% |
| 1Y | -17.4% | +17.4% | -34.8% | -25.3% |
| 3Y | +54.5% | +203.0% | -148.6% | -4.3% |
| All | -45.7% | +413.4% | -459.1% | -75.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling