-27.7%
TOST vs AJG
+79.0%
-106.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.0% | +1.4% | +2.2% |
| 7D | 0.0% | +0.5% | -0.4% | -0.2% |
| 30D | +16.2% | +19.4% | -3.2% | +4.2% |
| 3M | -1.5% | +11.9% | -13.4% | -8.4% |
| 6M | +55.3% | +48.3% | +7.1% | +20.3% |
| YTD | -2.3% | +10.3% | -12.7% | -9.7% |
| 1Y | -5.5% | +11.5% | -17.0% | -13.4% |
| 3Y | +151.1% | +17.5% | +133.6% | +102.8% |
| All | -27.7% | +79.0% | -106.7% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling