-62.1%
ADBE vs TOST
-46.7%
-15.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -5.6% | +4.0% | -9.7% | -6.6% |
| 30D | -2.0% | +11.1% | -13.1% | -4.7% |
| 3M | -10.5% | +0.8% | -11.4% | -10.9% |
| 6M | -6.2% | +38.8% | -45.0% | -13.9% |
| YTD | -32.2% | -2.1% | -30.1% | -32.6% |
| 1Y | -27.4% | -6.0% | -21.4% | -27.3% |
| 3Y | -58.9% | +149.8% | -208.7% | -69.3% |
| 5Y | -64.5% | -42.8% | -21.7% | -69.2% |
| All | -62.1% | -46.7% | -15.4% | -66.7% |
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