-18.6%
TOST vs AU
+79.6%
-98.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.9% |
| 7D | -0.9% | -0.3% | -0.6% | -0.9% |
| 30D | -3.5% | +12.8% | -16.2% | -3.3% |
| 3M | +38.1% | +28.5% | +9.7% | +38.6% |
| 6M | +9.9% | +4.8% | +5.1% | +9.6% |
| YTD | -6.3% | +31.0% | -37.2% | -9.0% |
| All | -18.6% | +79.6% | -98.3% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling