-13.5%
ACN vs TOST
-45.8%
+32.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.5% | -1.7% | +2.7% |
| 7D | +8.6% | +10.7% | -2.2% | +6.3% |
| 30D | +36.6% | +17.7% | +18.8% | +32.0% |
| 3M | +56.3% | +4.6% | +51.7% | +54.5% |
| 6M | +49.7% | +20.3% | +29.4% | +43.2% |
| YTD | +1.3% | -0.4% | +1.7% | +0.3% |
| 1Y | +11.9% | -0.8% | +12.7% | +10.7% |
| 3Y | -10.6% | +102.2% | -112.9% | -24.3% |
| 5Y | -21.3% | -41.3% | +20.0% | -30.2% |
| All | -13.5% | -45.8% | +32.3% | -22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling