+148.9%
ADI vs TOST
-46.9%
+195.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.5% | -6.2% | -3.4% |
| 7D | +9.5% | 0.0% | +9.4% | +9.4% |
| 30D | -1.4% | +16.2% | -17.6% | -4.5% |
| 3M | +4.7% | -1.5% | +6.3% | +4.5% |
| 6M | -7.4% | +55.3% | -62.7% | -16.5% |
| YTD | +48.1% | -2.3% | +50.4% | +45.5% |
| 1Y | +69.6% | -5.5% | +75.2% | +67.8% |
| 3Y | +144.4% | +151.1% | -6.8% | +93.5% |
| 5Y | +134.1% | -27.9% | +162.1% | +100.8% |
| All | +148.9% | -46.9% | +195.7% | +117.2% |
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