-45.4%
TOST vs AME
+93.5%
-139.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.7% |
| 7D | -3.6% | +1.1% | -4.7% | -4.9% |
| 30D | +8.9% | -4.1% | +13.0% | +11.4% |
| 3M | -2.2% | -6.3% | +4.1% | +1.6% |
| 6M | +41.0% | +3.5% | +37.4% | +31.7% |
| YTD | -4.0% | +17.3% | -21.2% | -23.6% |
| 1Y | -9.6% | +22.0% | -31.6% | -31.2% |
| 3Y | +141.7% | +62.0% | +79.7% | +23.5% |
| 5Y | -29.5% | +78.5% | -108.0% | -69.4% |
| All | -45.4% | +93.5% | -139.0% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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