-14.8%
ACN vs TOST
-46.9%
+32.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.4% | -0.4% | -1.5% |
| 7D | +0.9% | +9.4% | -8.6% | -1.0% |
| 30D | +33.5% | +13.5% | +20.1% | +30.0% |
| 3M | +53.5% | -0.1% | +53.6% | +53.2% |
| 6M | +52.2% | +22.5% | +29.8% | +45.2% |
| YTD | -0.1% | -2.4% | +2.3% | -0.7% |
| 1Y | +11.0% | -4.7% | +15.7% | +10.8% |
| 3Y | -11.8% | +103.2% | -115.0% | -25.3% |
| 5Y | -22.8% | -41.2% | +18.4% | -31.4% |
| All | -14.8% | -46.9% | +32.1% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TOST.
Daily Out/Under-Performance
Portfolio return minus TOST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TOST 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 TOST 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