-60.4%
ADBE vs TOST
+143.6%
-204.0%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.1% |
| 7D | -3.8% | +3.0% | -6.8% | -4.5% |
| 30D | -2.3% | +10.3% | -12.6% | -4.7% |
| 3M | -13.3% | -3.3% | -10.0% | -12.8% |
| 6M | -6.5% | +37.8% | -44.3% | -13.2% |
| YTD | -32.4% | -2.8% | -29.6% | -33.5% |
| 1Y | -28.0% | -9.6% | -18.4% | -28.5% |
| 3Y | -60.4% | +144.6% | -205.0% | -62.3% |
| All | -60.4% | +143.6% | -204.0% | -62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling