+142.9%
ADI vs TOST
-28.9%
+171.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.2% | +4.3% |
| 7D | +0.7% | -3.6% | +4.3% | +1.4% |
| 30D | +0.7% | +8.9% | -8.2% | -1.3% |
| 3M | +6.5% | -2.2% | +8.7% | +6.4% |
| 6M | -2.7% | +41.0% | -43.6% | -10.7% |
| YTD | +52.2% | -4.0% | +56.2% | +50.0% |
| 1Y | +77.5% | -9.6% | +87.1% | +77.3% |
| 3Y | +148.8% | +141.7% | +7.1% | +96.5% |
| 5Y | +142.9% | -29.5% | +172.4% | +107.9% |
| All | +142.9% | -28.9% | +171.8% | +107.9% |
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