+126.5%
ADI vs TOST
-48.0%
+174.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +0.4% | -3.4% | +3.8% | +1.1% |
| 30D | -3.8% | -2.4% | -1.4% | -3.5% |
| 3M | -15.3% | +34.6% | -49.9% | -20.6% |
| 6M | +6.7% | +15.2% | -8.5% | +2.1% |
| YTD | +34.8% | -4.4% | +39.2% | +33.5% |
| 1Y | +49.0% | -17.4% | +66.4% | +52.1% |
| 3Y | +108.1% | +54.5% | +53.6% | +80.9% |
| All | +126.5% | -48.0% | +174.5% | +99.3% |
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 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