-44.8%
TOST vs AUR
-54.2%
+9.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.2% |
| 7D | +3.0% | +6.6% | -3.6% | +1.1% |
| 30D | +10.3% | -22.0% | +32.2% | +16.1% |
| 3M | -3.3% | -34.8% | +31.5% | +5.5% |
| 6M | +37.8% | -35.7% | +73.5% | +48.1% |
| YTD | -2.8% | +18.5% | -21.3% | -12.0% |
| 1Y | -9.6% | +4.4% | -13.9% | -15.8% |
| 3Y | +144.6% | +150.7% | -6.0% | +37.5% |
| 5Y | -31.0% | -53.6% | +22.6% | -48.7% |
| All | -44.8% | -54.2% | +9.4% | -61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling