-39.4%
ACN vs TOST
-48.0%
+8.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | -1.5% | -3.4% | +1.9% | -0.8% |
| 30D | +9.4% | -2.4% | +11.8% | +9.8% |
| 3M | +5.6% | +34.6% | -29.0% | -0.7% |
| 6M | -9.3% | +15.2% | -24.5% | -12.3% |
| YTD | -29.0% | -4.4% | -24.6% | -29.0% |
| 1Y | -24.7% | -17.4% | -7.2% | -23.0% |
| 3Y | -39.8% | +54.5% | -94.3% | -46.5% |
| All | -39.4% | -48.0% | +8.6% | -45.0% |
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