-44.5%
TOST vs AR
+130.6%
-175.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.4% |
| 7D | 0.0% | +7.4% | -7.3% | -1.8% |
| 30D | +16.2% | +5.8% | +10.4% | +14.0% |
| 3M | -1.5% | +5.2% | -6.7% | -3.5% |
| 6M | +55.3% | +5.4% | +49.9% | +51.3% |
| YTD | -2.3% | +12.4% | -14.8% | -7.5% |
| 1Y | -5.5% | +12.8% | -18.3% | -10.9% |
| 3Y | +151.1% | +47.2% | +103.9% | +114.2% |
| 5Y | -27.9% | +101.1% | -129.1% | -48.4% |
| All | -44.5% | +130.6% | -175.1% | -58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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