+79.0%
TOST vs AHR
+408.0%
-328.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.9% |
| 7D | +3.0% | +8.1% | -5.2% | +0.6% |
| 30D | +10.3% | +16.9% | -6.7% | +5.3% |
| 3M | -3.3% | +7.6% | -10.9% | -5.4% |
| 6M | +37.8% | +16.0% | +21.8% | +31.4% |
| YTD | -2.8% | +28.1% | -30.9% | -12.0% |
| 1Y | -9.6% | +22.8% | -32.4% | -16.8% |
| All | +79.0% | +408.0% | -328.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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