+127.3%
ADI vs TOST
-46.9%
+174.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.0% |
| 7D | -12.8% | +9.4% | -22.3% | -14.4% |
| 30D | -11.3% | +13.5% | -24.8% | -13.7% |
| 3M | -3.4% | -0.1% | -3.2% | -3.8% |
| 6M | -12.0% | +22.5% | -34.5% | -16.9% |
| YTD | +35.3% | -2.4% | +37.6% | +33.0% |
| 1Y | +58.1% | -4.7% | +62.8% | +56.1% |
| 3Y | +127.4% | +103.2% | +24.1% | +87.1% |
| 5Y | +114.6% | -41.2% | +155.8% | +87.7% |
| All | +127.3% | -46.9% | +174.2% | +98.5% |
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