-44.5%
TOST vs ACI
-34.7%
-9.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.8% | +4.2% | +3.6% |
| 7D | 0.0% | +2.3% | -2.2% | -0.4% |
| 30D | +16.2% | +1.2% | +14.9% | +15.9% |
| 3M | -1.5% | +6.8% | -8.3% | -2.9% |
| 6M | +55.3% | -18.7% | +74.0% | +59.5% |
| YTD | -2.3% | -20.2% | +17.9% | 0.0% |
| 1Y | -5.5% | -23.7% | +18.2% | -2.3% |
| 3Y | +151.1% | -31.6% | +182.8% | +162.5% |
| 5Y | -27.9% | -42.8% | +14.8% | -28.5% |
| All | -44.5% | -34.7% | -9.8% | -40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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