+55.5%
ADP vs TOST
-48.0%
+103.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TOST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.1% | -2.1% | -2.1% |
| 7D | -3.4% | -3.4% | 0.0% | -3.0% |
| 30D | +2.8% | -2.4% | +5.2% | +3.1% |
| 3M | +20.9% | +34.6% | -13.7% | +15.8% |
| 6M | +29.9% | +15.2% | +14.7% | +26.6% |
| YTD | +9.6% | -4.4% | +14.0% | +9.3% |
| 1Y | -5.3% | -17.4% | +12.2% | -4.0% |
| 3Y | +16.5% | +54.5% | -38.0% | +6.5% |
| All | +55.5% | -48.0% | +103.5% | +43.0% |
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