-48.1%
TOST vs AUR
-34.5%
-13.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | -4.7% | +11.1% | -15.8% | -7.2% |
| 30D | -9.1% | -6.9% | -2.2% | -8.0% |
| 3M | +29.8% | +5.5% | +24.3% | +26.3% |
| 6M | +10.0% | +41.0% | -31.0% | -2.6% |
| YTD | -8.6% | +69.3% | -77.9% | -23.2% |
| 1Y | -20.7% | +14.0% | -34.7% | -27.0% |
| 3Y | +55.7% | +90.1% | -34.3% | -1.7% |
| All | -48.1% | -34.5% | -13.5% | -66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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