-44.5%
TOST vs AU
+545.9%
-590.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.5% | +5.0% | +3.7% |
| 7D | 0.0% | -7.2% | +7.2% | +1.1% |
| 30D | +16.2% | -2.9% | +19.1% | +16.4% |
| 3M | -1.5% | -8.7% | +7.1% | -0.8% |
| 6M | +55.3% | -14.1% | +69.4% | +57.0% |
| YTD | -2.3% | +4.8% | -7.1% | -7.1% |
| 1Y | -5.5% | +11.9% | -17.4% | -11.5% |
| 3Y | +151.1% | +513.8% | -362.7% | +51.3% |
| 5Y | -27.9% | +379.3% | -407.2% | -60.1% |
| All | -44.5% | +545.9% | -590.5% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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