-60.6%
ADBE vs TOST
-46.1%
-14.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.7% |
| 7D | -0.7% | +11.6% | -12.3% | -3.5% |
| 30D | +3.5% | +16.2% | -12.7% | -0.5% |
| 3M | -5.0% | +1.0% | -6.0% | -5.4% |
| 6M | -3.6% | +23.2% | -26.8% | -9.1% |
| YTD | -29.6% | -1.0% | -28.6% | -30.2% |
| 1Y | -26.6% | -9.9% | -16.7% | -25.7% |
| 3Y | -56.3% | +101.0% | -157.3% | -65.5% |
| 5Y | -62.8% | -40.4% | -22.4% | -67.9% |
| All | -60.6% | -46.1% | -14.5% | -65.5% |
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 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