-9.6%
TOST vs AU
+34.7%
-44.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.8% | -0.6% |
| 7D | +3.0% | +15.3% | -12.3% | +2.7% |
| 30D | +10.3% | -0.3% | +10.6% | +10.0% |
| 3M | -3.3% | -2.9% | -0.4% | -3.4% |
| 6M | +37.8% | -10.7% | +48.5% | +37.0% |
| YTD | -2.8% | +14.0% | -16.8% | -9.6% |
| 1Y | -9.6% | +32.5% | -42.1% | -18.3% |
| All | -9.6% | +34.7% | -44.3% | -18.3% |
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