+72.2%
ADP vs TOST
-47.1%
+119.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | +3.2% | +3.0% | +0.2% | +2.7% |
| 30D | +12.8% | +10.3% | +2.5% | +11.1% |
| 3M | +12.3% | -3.3% | +15.6% | +12.7% |
| 6M | +45.4% | +37.8% | +7.6% | +38.5% |
| YTD | +21.4% | -2.8% | +24.2% | +20.6% |
| 1Y | +23.7% | -9.6% | +33.3% | +24.0% |
| 3Y | +43.6% | +144.6% | -101.0% | +23.6% |
| 5Y | +48.7% | -31.0% | +79.7% | +33.7% |
| All | +72.2% | -47.1% | +119.3% | +57.8% |
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