-44.5%
TOST vs AUR
-57.6%
+13.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +4.2% |
| 7D | 0.0% | -4.5% | +4.6% | +1.0% |
| 30D | +16.2% | -16.6% | +32.8% | +20.4% |
| 3M | -1.5% | -38.5% | +36.9% | +8.8% |
| 6M | +55.3% | -49.9% | +105.2% | +78.3% |
| YTD | -2.3% | +9.6% | -12.0% | -10.0% |
| 1Y | -5.5% | +1.2% | -6.7% | -11.5% |
| 3Y | +151.1% | +128.8% | +22.3% | +44.3% |
| 5Y | -27.9% | -57.9% | +30.0% | -44.4% |
| All | -44.5% | -57.6% | +13.1% | -60.6% |
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