-48.9%
TOST vs AJG
+70.8%
-119.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.3% |
| 7D | -5.9% | -8.5% | +2.6% | -0.6% |
| 30D | -8.4% | -3.8% | -4.7% | -6.4% |
| 3M | +31.4% | +10.8% | +20.6% | +22.5% |
| 6M | +10.5% | +15.6% | -5.1% | +0.1% |
| YTD | -10.1% | -5.1% | -4.9% | -8.6% |
| 1Y | -19.9% | -16.0% | -3.9% | -12.1% |
| 3Y | +53.3% | +9.7% | +43.5% | +24.2% |
| All | -48.9% | +70.8% | -119.7% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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