-63.1%
ADBE vs TOST
-28.9%
-34.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -4.4% | -3.6% | -0.8% | -3.4% |
| 30D | -0.2% | +8.9% | -9.1% | -2.5% |
| 3M | -9.9% | -2.2% | -7.7% | -9.6% |
| 6M | -3.5% | +41.0% | -44.4% | -12.0% |
| YTD | -32.1% | -4.0% | -28.1% | -32.2% |
| 1Y | -28.7% | -9.6% | -19.1% | -27.8% |
| 3Y | -60.2% | +141.7% | -201.9% | -70.5% |
| 5Y | -63.1% | -29.5% | -33.6% | -66.0% |
| All | -63.1% | -28.9% | -34.2% | -66.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling