-44.8%
TOST vs AU
+602.5%
-647.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.6% | +4.8% | +0.1% |
| 7D | +3.0% | +15.3% | -12.3% | +0.7% |
| 30D | +10.3% | -0.3% | +10.6% | +10.1% |
| 3M | -3.3% | -2.9% | -0.4% | -3.4% |
| 6M | +37.8% | -10.7% | +48.5% | +38.6% |
| YTD | -2.8% | +14.0% | -16.8% | -8.7% |
| 1Y | -9.6% | +32.5% | -42.1% | -17.9% |
| 3Y | +144.6% | +557.9% | -413.3% | +46.0% |
| 5Y | -31.0% | +441.0% | -472.0% | -62.0% |
| All | -44.8% | +602.5% | -647.3% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling