+50.6%
ACN vs TOST
+20.8%
+29.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.5% | -1.7% | +1.6% |
| 7D | +8.6% | +10.7% | -2.2% | +4.2% |
| 30D | +36.6% | +17.7% | +18.8% | +28.1% |
| 3M | +56.3% | +4.6% | +51.7% | +52.4% |
| All | +50.6% | +20.8% | +29.8% | +36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling