-10.2%
ACN vs TOST
+99.4%
-109.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +7.3% | +11.6% | -4.4% | +4.3% |
| 30D | +38.2% | +16.2% | +22.0% | +33.0% |
| 3M | +56.6% | +1.0% | +55.5% | +55.7% |
| 6M | +51.1% | +23.2% | +27.9% | +42.3% |
| YTD | +1.7% | -1.0% | +2.7% | -0.4% |
| 1Y | +10.1% | -9.9% | +20.0% | +9.3% |
| All | -10.2% | +99.4% | -109.6% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling