-44.5%
TOST vs AGI
+342.5%
-387.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.9% |
| 7D | +9.4% | +16.0% | -6.5% | +5.7% |
| 30D | +13.5% | +1.0% | +12.5% | +12.9% |
| 3M | -0.1% | +2.5% | -2.6% | -1.5% |
| 6M | +22.5% | -24.0% | +46.5% | +28.4% |
| YTD | -2.4% | -17.2% | +14.9% | -2.3% |
| 1Y | -4.7% | +4.9% | -9.6% | -11.1% |
| 3Y | +103.2% | +142.6% | -39.4% | +33.5% |
| 5Y | -41.2% | +315.2% | -356.4% | -70.5% |
| All | -44.5% | +342.5% | -387.0% | -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 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