-20.7%
TOST vs AIG
-2.4%
-18.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.5% | -3.0% | -2.6% |
| 7D | -4.7% | -1.4% | -3.2% | -4.6% |
| 30D | -9.1% | -3.3% | -5.8% | -8.9% |
| 3M | +29.8% | +2.2% | +27.6% | +30.3% |
| 6M | +10.0% | -2.1% | +12.2% | +10.1% |
| YTD | -8.6% | -11.2% | +2.6% | -8.1% |
| 1Y | -20.7% | -2.1% | -18.6% | -23.6% |
| All | -20.7% | -2.4% | -18.3% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling