-48.1%
TOST vs AJG
+71.5%
-119.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.3% | -0.8% |
| 7D | -4.7% | -7.4% | +2.7% | -0.1% |
| 30D | -9.1% | -3.0% | -6.1% | -7.5% |
| 3M | +29.8% | +12.8% | +17.0% | +19.6% |
| 6M | +10.0% | +12.8% | -2.8% | +1.2% |
| YTD | -8.6% | -4.7% | -3.9% | -7.3% |
| 1Y | -20.7% | -17.2% | -3.5% | -12.0% |
| 3Y | +55.7% | +10.2% | +45.5% | +25.8% |
| All | -48.1% | +71.5% | -119.6% | -77.6% |
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