-59.3%
ADBE vs TOST
-50.3%
-9.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.3% |
| 7D | -8.9% | -4.7% | -4.2% | -7.8% |
| 30D | -6.6% | -9.1% | +2.4% | -4.4% |
| 3M | +7.1% | +29.8% | -22.7% | +0.3% |
| 6M | -9.8% | +10.0% | -19.8% | -12.3% |
| YTD | -27.2% | -8.6% | -18.6% | -26.3% |
| 1Y | -28.0% | -20.7% | -7.3% | -25.0% |
| 3Y | -54.5% | +55.7% | -110.2% | -61.7% |
| All | -59.3% | -50.3% | -9.0% | -63.5% |
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