+114.3%
ADI vs TOST
-38.4%
+152.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -12.8% | +9.4% | -22.3% | -14.5% |
| 30D | -11.3% | +13.5% | -24.8% | -13.8% |
| 3M | -3.4% | -0.1% | -3.2% | -3.8% |
| 6M | -12.0% | +22.5% | -34.5% | -17.1% |
| YTD | +35.3% | -2.4% | +37.6% | +32.9% |
| 1Y | +58.1% | -4.7% | +62.8% | +56.0% |
| 3Y | +127.4% | +103.2% | +24.1% | +85.9% |
| All | +114.3% | -38.4% | +152.7% | +87.4% |
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