-46.7%
TOST vs AUR
-34.4%
-12.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.7% | -4.6% | -2.6% |
| 7D | -0.9% | +19.2% | -20.1% | -5.2% |
| 30D | -3.5% | -7.8% | +4.3% | -2.1% |
| 3M | +38.1% | +4.0% | +34.1% | +34.8% |
| 6M | +9.9% | +45.0% | -35.1% | -3.4% |
| YTD | -6.3% | +69.5% | -75.8% | -21.3% |
| 1Y | -18.3% | +13.0% | -31.3% | -24.6% |
| 3Y | +59.7% | +90.4% | -30.6% | +0.8% |
| All | -46.7% | -34.4% | -12.3% | -65.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling