-40.6%
TOST vs AU
+465.1%
-505.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.0% | -6.4% | -2.1% |
| 7D | +9.4% | +16.5% | -7.1% | +7.0% |
| 30D | +13.5% | +3.3% | +10.2% | +12.8% |
| 3M | -0.1% | +6.8% | -7.0% | -1.7% |
| 6M | +22.5% | -3.9% | +26.4% | +21.5% |
| YTD | -2.4% | +12.9% | -15.3% | -8.1% |
| 1Y | -4.7% | +43.5% | -48.2% | -14.6% |
| 3Y | +103.2% | +445.5% | -342.3% | +27.3% |
| All | -40.6% | +465.1% | -505.7% | -64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling