+151.1%
TOST vs AIG
+39.5%
+111.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.3% |
| 7D | 0.0% | +6.6% | -6.5% | -2.2% |
| 30D | +16.2% | +7.0% | +9.2% | +13.6% |
| 3M | -1.5% | +9.7% | -11.2% | -4.5% |
| 6M | +55.3% | +10.8% | +44.5% | +49.8% |
| YTD | -2.3% | -1.3% | -1.1% | -2.0% |
| 1Y | -5.5% | +8.4% | -13.9% | -9.2% |
| 3Y | +151.1% | +39.0% | +112.1% | +145.4% |
| All | +151.1% | +39.5% | +111.6% | +145.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling