+144.6%
TOST vs AUR
+152.8%
-8.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.4% |
| 7D | +3.0% | +6.6% | -3.6% | +1.7% |
| 30D | +10.3% | -22.0% | +32.2% | +14.2% |
| 3M | -3.3% | -34.8% | +31.5% | +2.6% |
| 6M | +37.8% | -35.7% | +73.5% | +44.8% |
| YTD | -2.8% | +18.5% | -21.3% | -9.0% |
| 1Y | -9.6% | +4.4% | -13.9% | -13.8% |
| 3Y | +144.6% | +150.7% | -6.0% | +55.8% |
| All | +144.6% | +152.8% | -8.1% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling